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Necessary conditions of optimality are derived for multiobjective optimal control problems with pathwise state constraints, in which the dynamics constrain is modeled as a differential inclusion. The obtained result extends results of [2] and [29].

In this paper, we consider a class of penalized NCP-functions, which includes several existing well-known NCP-functions as special cases. The merit function induced by this class of NCP-functions is shown to have bounded level sets and provide error bounds under mild conditions. A derivative free algorithm is also proposed, its global convergence is proved and numerical performance compared with those based on some existing NCP-functions is reported.

This paper is devoted to studying an augmented Lagrangian method for solving a class of manifold optimization problems, which have nonsmooth objective functions and non-negative constraints. Under the constant positive linear dependence condition on manifolds, we show that the proposed method converges to a stationary point of the nonsmooth manifold optimization problem. Moreover, we propose a globalized semismooth Newton method to solve the augmented Lagrangian subproblem on manifolds efficiently. The local superlinear convergence of the manifold semismooth Newton method is also established under some suitable conditions. We also prove that the semismoothness on submanifolds can be inherited from that in the ambient manifold. Finally, numerical experiments on compressed modes and (constrained) sparse principal component analysis illustrate the advantages of the proposed method.

Recently this author studied several merit functions systematically for the second-order cone complementarity problem. These merit functions were shown to enjoy some favorable properties, to provide error bounds under the condition of strong monotonicity, and to have bounded level sets under the conditions of monotonicity as well as strict feasibility. In this paper, we weaken the condition of strong monotonicity to the so-called uniform <i>P</i> ^*-property, which is a new concept recently developed for linear and nonlinear transformations on Euclidean Jordan algebra. Moreover, we replace the monotonicity and strict feasibility by the so-called <i>R</i> ₀₁ or <i>R</i> ₀₂-functions to keep the property of bounded level sets.