<p>Abs-smooth functions are given by compositions of smooth functions and the evaluation of the absolute value. The linear independence kink qualification (LIKQ) is a fundamental assumption in optimization problems governed by these abs-smooth functions, generalizing the well-known LICQ from smooth optimization. In particular, provided that LIKQ holds it is possible to derive optimality conditions for abs-smooth optimization problems that can be checked in polynomial time. Utilizing tools from differential topology, namely a version of the jet-transversality theorem, it is shown that assuming LIKQ for all feasible points of an abs-smooth optimization problem is a generic assumption.</p>

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How Stringent is the Linear Independence Kink Qualification in Abs-Smooth Optimization?

  • Lukas Baumgärtner,
  • Franz Bethke,
  • Ganna Shyshkanova,
  • Andrea Walther

摘要

Abs-smooth functions are given by compositions of smooth functions and the evaluation of the absolute value. The linear independence kink qualification (LIKQ) is a fundamental assumption in optimization problems governed by these abs-smooth functions, generalizing the well-known LICQ from smooth optimization. In particular, provided that LIKQ holds it is possible to derive optimality conditions for abs-smooth optimization problems that can be checked in polynomial time. Utilizing tools from differential topology, namely a version of the jet-transversality theorem, it is shown that assuming LIKQ for all feasible points of an abs-smooth optimization problem is a generic assumption.