Optimality conditions and exact penalty for mathematical programs with switching constraints

YC Liang, JJ Ye - Journal of Optimization Theory and Applications, 2021 - Springer
In this paper, we give an overview on optimality conditions and exact penalization for the
mathematical program with switching constraints (MPSC). MPSC is a new class of …

Asymptotic stationarity and regularity for nonsmooth optimization problems

P Mehlitz - Journal of Nonsmooth Analysis and Optimization, 2020 - jnsao.episciences.org
Based on the tools of limiting variational analysis, we derive a sequential necessary
optimality condition for nonsmooth mathematical programs which holds without any …

Kernel support vector machine classifiers with ℓ0-norm hinge loss

R Lin, Y Yao, Y Liu - Neurocomputing, 2024 - Elsevier
Support vector machines (SVMs) are some of the most successful machine learning models
for binary classification problems. Their key idea is maximizing the margin from the data to …

On the directional asymptotic approach in optimization theory

M Benko, P Mehlitz - Mathematical Programming, 2024 - Springer
As a starting point of our research, we show that, for a fixed order γ≥ 1, each local minimizer
of a rather general nonsmooth optimization problem in Euclidean spaces is either M …

Optimality conditions, approximate stationarity, and applications–a story beyond Lipschitzness

AY Kruger, P Mehlitz - ESAIM: Control, Optimisation and Calculus of …, 2022 - esaim-cocv.org
Approximate necessary optimality conditions in terms of Frechet subgradients and normals
for a rather general optimization problem with a potentially non-Lipschitzian objective …

Sufficient conditions for metric subregularity of constraint systems with applications to disjunctive and ortho-disjunctive programs

M Benko, M Červinka, T Hoheisel - Set-Valued and Variational Analysis, 2022 - Springer
This paper is devoted to the study of the metric subregularity constraint qualification for
general optimization problems, with the emphasis on the nonconvex setting. We elaborate …

Directional necessary optimality conditions for bilevel programs

K Bai, JJ Ye - Mathematics of Operations Research, 2022 - pubsonline.informs.org
The bilevel program is an optimization problem in which the constraint involves solutions to
a parametric optimization problem. It is well known that the value function reformulation …

Second-order optimality conditions for nonconvex set-constrained optimization problems

H Gfrerer, JJ Ye, J Zhou - Mathematics of Operations …, 2022 - pubsonline.informs.org
In this paper, we study second-order optimality conditions for nonconvex set-constrained
optimization problems. For a convex set-constrained optimization problem, it is well known …

Perturbation techniques for convergence analysis of proximal gradient method and other first-order algorithms via variational analysis

X Wang, JJ Ye, X Yuan, S Zeng, J Zhang - Set-Valued and Variational …, 2021 - Springer
We develop new perturbation techniques for conducting convergence analysis of various
first-order algorithms for a class of nonsmooth optimization problems. We consider the …

Optimality conditions for bilevel programmes via Moreau envelope reformulation

K Bai, JJ Ye, S Zeng - Optimization, 2024 - Taylor & Francis
For bilevel programmes with a convex lower-level programme, the classical approach
replaces the lower-level programme with its Karush-Kuhn-Tucker condition and solve the …