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On the strong metric subregularity in mathematical programming Cover

On the strong metric subregularity in mathematical programming

Open Access
|Jun 2022

Abstract

This note presents sufficient conditions for the property of strong metric subregularity (SMSr) of the system of first order optimality conditions for a mathematical programming problem in a Banach space (the Karush-Kuhn-Tucker conditions). The constraints of the problem consist of equations in a Banach space setting and a finite number of inequalities. The conditions, under which SMSr is proven, assume that the data are twice continuously Fréchet differentiable, the strict Mangasarian-Fromovitz constraint qualification is satisfied, and the second-order sufficient optimality condition holds. The obtained result extends the one known for finite-dimensional problems. Although the applicability of the result is limited to the Banach space setting (due to the twice Fréchet differentiability assumptions and the finite number of inequality constraints), the paper can be valuable due to the self-contained exposition, and provides a ground for extensions. One possible extension was recently implemented in Osmolovskii and Veliov (2021).

DOI: https://doi.org/10.2478/candc-2021-0027 | Journal eISSN: 2720-4278 | Journal ISSN: 0324-8569
Language: English
Page range: 457 - 471
Submitted on: May 1, 2021
Accepted on: Sep 1, 2021
Published on: Jun 27, 2022
Published by: Systems Research Institute Polish Academy of Sciences
In partnership with: Paradigm Publishing Services
Publication frequency: 4 issues per year

© 2022 Nikolai P. Osmolovskii, Vladimir M. Veliov, published by Systems Research Institute Polish Academy of Sciences
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License.