New Constraint Qualifications for S-Stationarity for MPEC with Nonsmooth Objective

2019 ◽  
Vol 36 (02) ◽  
pp. 1940001
Author(s):  
Peng Zhang ◽  
Jin Zhang ◽  
Gui-Hua Lin ◽  
Xinmin Yang
Keyword(s):  
Constraint Qualification ◽  
Constraint Qualifications ◽  
Mathematical Problem ◽  
Equilibrium Constraints ◽  
Lipschitz Continuous ◽  
Nonlinear Programs ◽  
Locally Lipschitz ◽  
Locally Lipschitz Continuous

This paper considers a mathematical problem with equilibrium constraints (MPEC) in which the objective is locally Lipschitz continuous but not continuously differentiable everywhere. Our focus is on constraint qualifications for the nonsmooth S-stationarity in the sense of the limiting subdifferentials. First, although the MPEC-LICQ is not a constraint qualification for the nonsmooth S-stationarity, we show that the MPEC-LICQ can serve as a constraint qualification for the nonsmooth S-stationarity under some kind of regularity. Then, we extend some new constraint qualifications for nonlinear programs to the considered nonsmooth MPEC and show that all of them can serve as constraint qualifications for the nonsmooth S-stationarity. We further extend these results to the multiobjective case.

Improved Convergence Properties of the Relaxation Schemes of Kadrani et al. and Kanzow and Schwartz for MPEC

2018 ◽  
Vol 35 (01) ◽  
pp. 1850008
Author(s):  
Na Xu ◽  
Xide Zhu ◽  
Li-Ping Pang ◽  
Jian Lv
Keyword(s):  
Linear Dependence ◽  
Constraint Qualification ◽  
Constraint Qualifications ◽  
Accumulation Point ◽  
Stationary Points ◽  
Nondegeneracy Condition ◽  
Equilibrium Constraints ◽  
Convergence Properties ◽  
Constant Rank Constraint Qualification ◽  
Relaxation Schemes

This paper concentrates on improving the convergence properties of the relaxation schemes introduced by Kadrani et al. and Kanzow and Schwartz for mathematical program with equilibrium constraints (MPEC) by weakening the original constraint qualifications. It has been known that MPEC relaxed constant positive-linear dependence (MPEC-RCPLD) is a class of extremely weak constraint qualifications for MPEC, which can be strictly implied by MPEC relaxed constant rank constraint qualification (MPEC-RCRCQ) and MPEC relaxed constant positive-linear dependence (MPEC-rCPLD), of course also by the MPEC constant positive-linear dependence (MPEC-CPLD). We show that any accumulation point of stationary points of these two approximation problems is M-stationarity under the MPEC-RCPLD constraint qualification, and further show that the accumulation point can even be S-stationarity coupled with the asymptotically weak nondegeneracy condition.

LIPSCHITZ CONTINUITY FOR H-CONVEX FUNCTIONS IN CARNOT GROUPS

2006 ◽  
Vol 08 (01) ◽  
pp. 1-8 ◽  
Author(s):  
MINGBAO SUN ◽  
XIAOPING YANG
Keyword(s):  
Convex Functions ◽  
Lipschitz Continuity ◽  
Carnot Group ◽  
Carnot Groups ◽  
Lipschitz Continuous ◽  
Locally Lipschitz ◽  
Locally Lipschitz Continuous

For a Carnot group G of step two, we prove that H-convex functions are locally bounded from above. Therefore, H-convex functions on a Carnot group G of step two are locally Lipschitz continuous by using recent results by Magnani.

Über die C2-Kompaktheit der Bahn von Lösungen semflinearer parabolischer Systeme

1982 ◽  
Vol 93 (1-2) ◽  
pp. 99-103 ◽  
Author(s):  
Reinhard Redlinger
Keyword(s):  
Boundary Conditions ◽  
Regular Solution ◽  
Parabolic System ◽  
Lipschitz Continuous ◽  
Semilinear Parabolic System ◽  
Locally Lipschitz ◽  
Semilinear Parabolic ◽  
Locally Lipschitz Continuous

SynopsisThe semilinear parabolic systemut+A(x, D)u=g(u) in (0, ∞) × Ω, Ω⊂ℝnbounded,u∈ ℝN, with homogeneous boundary conditionsB(x, D)u=0 on (0, ∞)×∂Ω is considered. The non-linearitygis assumed to be locally Lipschitz-continuous. It is shown that the orbit of a bounded regular solutionuis relatively compact in.

scholarly journals RADIAL SYMMETRY OF POSITIVE SOLUTIONS TO EQUATIONS INVOLVING THE FRACTIONAL LAPLACIAN

2014 ◽  
Vol 16 (01) ◽  
pp. 1350023 ◽  
Author(s):  
PATRICIO FELMER ◽  
YING WANG
Keyword(s):  
Positive Solutions ◽  
Fractional Laplacian ◽  
Radial Symmetry ◽  
Open Unit ◽  
Open Unit Ball ◽  
Lipschitz Continuous ◽  
Local Character ◽  
Locally Lipschitz ◽  
Moving Planes ◽  
Locally Lipschitz Continuous

The aim of this paper is to study radial symmetry and monotonicity properties for positive solution of elliptic equations involving the fractional Laplacian. We first consider the semi-linear Dirichlet problem [Formula: see text] where (-Δ)αdenotes the fractional Laplacian, α ∈ (0, 1), and B1denotes the open unit ball centered at the origin in ℝNwith N ≥ 2. The function f : [0, ∞) → ℝ is assumed to be locally Lipschitz continuous and g : B1→ ℝ is radially symmetric and decreasing in |x|. In the second place we consider radial symmetry of positive solutions for the equation [Formula: see text] with u decaying at infinity and f satisfying some extra hypothesis, but possibly being non-increasing.Our third goal is to consider radial symmetry of positive solutions for system of the form [Formula: see text] where α1, α2∈(0, 1), the functions f1and f2are locally Lipschitz continuous and increasing in [0, ∞), and the functions g1and g2are radially symmetric and decreasing. We prove our results through the method of moving planes, using the recently proved ABP estimates for the fractional Laplacian. We use a truncation technique to overcome the difficulty introduced by the non-local character of the differential operator in the application of the moving planes.

Stochastic approximation with non-additive measurement noise

1998 ◽  
Vol 35 (02) ◽  
pp. 407-417 ◽  
Author(s):  
Han-Fu Chen
Keyword(s):  
Growth Rate ◽  
Stochastic Approximation ◽  
Strong Consistency ◽  
Additive Noise ◽  
Measurement Noise ◽  
Mixing Process ◽  
Lipschitz Continuous ◽  
Mixing Coefficients ◽  
Locally Lipschitz ◽  
Locally Lipschitz Continuous

The Robbins–Monro algorithm with randomly varying truncations for measurements with non-additive noise is considered. Assuming that the function under observation is locally Lipschitz-continuous in its first argument and that the noise is a φ-mixing process, strong consistency of the estimate is shown. Neither growth rate restriction on the function, nor the decreasing rate of the mixing coefficients are required.

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