Wolfe-type duality for mathematical programs with switching constraints. (English) Zbl 07854473
Summary: The mathematical program with switching constraints (MPSC), which has been introduced recently, is a difficult class of optimization problems. The reason for the difficulty is that the existence of the switching constraint makes the standard constraint qualifications invalid at local minimizers. This paper proposes the Wolfe-type dual (WD) model of this problem without switching constraints. Under the assumptions of convexity and strict convexity, we derive the weak, strong, converse, restricted converse, and strict converse duality results between MPSC and WD.
MSC:
| 90C30 | Nonlinear programming |
| 90C33 | Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) |
| 90C46 | Optimality conditions and duality in mathematical programming |
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