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(Reference retrieved automatically from SciELO through information on FAPESP grant and its corresponding number as mentioned in the publication by the authors.)

CONSTANT RANK CONSTRAINT QUALIFICATIONS: A GEOMETRIC INTRODUCTION

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Author(s):
Roberto Andreani [1] ; Paulo J.S. Silva [2]
Total Authors: 2
Affiliation:
[1] University of Campinas. Institute of Mathematics, Statistics and Scientific Computing. Department of Applied Mathematics - Brasil
[2] University of Campinas. Institute of Mathematics, Statistics and Scientific Computing. Department of Applied Mathematics - Brasil
Total Affiliations: 2
Document type: Journal article
Source: Pesquisa Operacional; v. 34, n. 3, p. 481-494, 2014-12-00.
Abstract

Constraint qualifications (CQ) are assumptions on the algebraic description of the feasible set of an optimization problem that ensure that the KKT conditions hold at any local minimum. In this work we show that constraint qualifications based on the notion of constant rank can be understood as assumptions that ensure that the polar of the linear approximation of the tangent cone, generated by the active gradients, retains it geometric structure locally. (AU)

FAPESP's process: 13/05475-7 - Computational methods in optimization
Grantee:Sandra Augusta Santos
Support Opportunities: Research Projects - Thematic Grants
FAPESP's process: 12/20339-0 - Penalty methods, optimality conditions, and applications
Grantee:Paulo José da Silva e Silva
Support Opportunities: Regular Research Grants
FAPESP's process: 13/07375-0 - CeMEAI - Center for Mathematical Sciences Applied to Industry
Grantee:Francisco Louzada Neto
Support Opportunities: Research Grants - Research, Innovation and Dissemination Centers - RIDC