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Isabella Käming

Publications and source records attributed to Isabella Käming.

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Approximate directional stationarity and associated qualification conditions

Approximate stationarity conditions provide necessary optimality conditions without requiring additional assumptions by demanding that a perturbed stationarity system possesses solutions as the involved perturbations tend to zero. Together with associated approximate constraint qualifications, which are typically rather mild, they raised much interest in the optimization community during the last decade. In parallel, directional stationarity conditions became quite popular as they sharpen standard stationarity conditions by incorporating data associated with underlying critical directions. The purpose of this paper is twofold. First, we melt the aforementioned concepts of approximate and directional stationarity to formulate and study so-called approximate directional stationarity. For the underlying model problem, an optimization problem with nonsmooth geometric constraints is chosen, which covers diverse practically relevant applications. The role of approximate directional stationarity as a necessary optimality condition is investigated in much detail, complementing results from the literature. Second, we formulate a qualification condition which, based on an approximately directionally stationary point, can be exploited to infer its directional stationarity. The latter condition depends on one particular sequence verifying approximate directional stationarity and merely requires to check a simple condition of Mangasarian--Fromovitz type stated in terms of the directional tools of limiting variational analysis. This contrasts standard approximate constraint qualifications that typically demand a certain stable behavior of all sequences validating approximate stationarity. Throughout, various approaches to verify directional stationarity of local minimizers are established, and illustrative examples are presented to make the theoretical results more accessible.

math.OC

Approximate stationarity in disjunctive optimization: concepts, qualification conditions, and application to MPCCs

In this paper, we are concerned with stationarity conditions and qualification conditions for optimization problems with disjunctive constraints. This class covers, among others, optimization problems with complementarity, vanishing, or switching constraints, which are notoriously challenging due to their highly combinatorial structure. The focus of our study is twofold. First, we investigate approximate stationarity conditions and the associated strict constraint qualifications which can be used to infer stationarity of local minimizers. While such concepts are already known in the context of so-called Mordukhovich-stationarity, we introduce suitable extensions associated with strong stationarity. Second, a qualification condition is established which, based on an approximately Mordukhovich- or strongly stationary point, can be used to infer its Mordukhovich- or strong stationarity, respectively. In contrast to the aforementioned strict constraint qualifications, this condition depends on the involved sequences justifying approximate stationarity and, thus, is not a constraint qualification in the narrower sense. However, it is much easier to verify as it merely requires to check the (positive) linear independence of a certain family of gradients. In order to illustrate the obtained findings, they are applied to optimization problems with complementarity constraints, where they can be naturally extended to the well-known concepts of weak and Clarke-stationarity.

math.OC

A new problem qualification based on approximate KKT conditions for Lipschitzian optimization with application to bilevel programming

When dealing with general Lipschitzian optimization problems, there are many problem classes where even weak constraint qualifications fail at local minimizers. In contrast to a constraint qualification, a problem qualification does not only rely on the constraints but also on the objective function to guarantee that a local minimizer is a Karush-Kuhn-Tucker (KKT) point. For example, calmness in the sense of Clarke is a problem qualification. In this article, we introduce the Subset Mangasarian-Fromovitz Condition (subMFC). This new problem qualification is derived by means of a nonsmooth version of the approximate KKT conditions, which hold at every local minimizer without further assumptions. A comparison with existing constraint and problem qualifications reveals that subMFC is strictly weaker than quasinormality and can hold even if the local error bound condition, the cone-continuity property, the Guignard constraint qualification and calmness are violated. Furthermore, we emphasize the power of the new problem qualification within the context of bilevel optimization. More precisely, under mild assumptions on the problem data, we suggest a version of subMFC that is tailored to the lower-level value function reformulation. It turns out that this new condition can be satisfied even if the widely used partial calmness condition does not hold.

math.OC