Criticality of Lagrange multipliers in extended nonlinear optimization. (4th March 2021)

• Record Type: Journal Article
• Authors: Do, Hong; Mordukhovich, Boris S.; Sarabi, M. Ebrahim
• Is Part Of: Optimization. Volume 70:Number 3(2021)
• Page Start: 511
• Page End: 544
• Publication Date: 2021-03-04
• Subjects: Variational analysis -- composite optimization -- extended nonlinear programming -- critical and noncritical multipliers -- generalized differentiation -- stability of variational systems; 90C31 -- 49J52 -- 49J53; Mathematical optimization -- Periodicals; 519.7
• DOI: 10.1080/02331934.2020.1723585
• Languages: English
• ISSNs: 0233-1934

Abstract

ABSTRACT: The paper is devoted to the study and applications of criticality of Lagrange multipliers in variational systems, which are associated with the class of problems in composite optimization known as extended nonlinear programming (ENLP). The importance of both ENLP and the concept of multiplier criticality in variational systems has been recognized in theoretical and numerical aspects of optimization and variational analysis, while the criticality notion has never been investigated in the ENLP framework. We present here a systematic study of critical and noncritical multipliers in a general variational setting that covers, in particular, KKT systems in ENLP with establishing their verifiable characterizations as well as relationships between noncriticality and other stability notions in variational analysis. Our approach is mainly based on advanced tools of second-order variational analysis and generalized differentiation.