We establish the exactness of $l_1$ penalty function for a class of mathematical programs with generalized complementarity constraints (MPGCC). MPGCC extends the notion of mathematical programs with complementarity constraints (MPCC), in that every two block variables complement each other.
MP(G)CC is notorious for its violation of commonly used constraint qualifications (e.g., Mangasarian-Fromovitz constraint qualification), rendering the Karush-Kuhn-Tucker conditions no longer necessary. A simple treatment for this issue is to penalize the complementarity constraints in $l_1$ form. It is thus of importance to study the exactness of the penalty function, i.e., whether the penalty problem shares the same optimal solution set with the original one given a sufficiently large penalty parameter.
We focus our attention on a class of MPGCCs with multi-affine objective functions and separable polytopic feasible sets. The problem class applies to the network transportation and the understanding of strongly correlated quantum systems (see our paper for details). Existing works either impose stringent assumptions or fail to cover the nonlinear and multi-block setting.
Without extra assumptions, we establish the exactness by fully exploiting the problem structure.
We develop an optimization approach for the multimarginal optimal transport problems with Coulomb cost (MMOT), arising as the strong-interaction limit of density functional theory (DFT). This work may contribute to a better understanding of strongly correlated electrons systems, for which the conventional Kohn-Sham DFT induces large systematic errors.
We consider the MMOT under a Monge-like ansatz. The Monge-like ansatz explicitly describes the coupling between electron positions, amounts to a spectacular dimension reduction, and generalizes the famous Monge ansatz in the OT community. When the number of electrons exceeds 2, the MMOT turns into a nonconvex optimization problem. As such, existing works employing the Monge-like ansatz limit the focus to two-electron systems.
We develop a global optimization approach for the nonconvex problem, featuring