Full text | |
Author(s): |
Total Authors: 4
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Affiliation: | [1] Univ Estadual Campinas, Dept Appl Math, Inst Math Stat & Sci Comp, Campinas, SP - Brazil
[2] Univ Sao Paulo, Inst Math & Stat, Sao Paulo, SP - Brazil
Total Affiliations: 2
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Document type: | Journal article |
Source: | SIAM JOURNAL ON OPTIMIZATION; v. 26, n. 1, p. 96-110, 2016. |
Web of Science Citations: | 21 |
Abstract | |
Every local minimizer of a smooth constrained optimization problem satisfies the sequential approximate Karush-Kuhn-Tucker (AKKT) condition. This optimality condition is used to define the stopping criteria of many practical nonlinear programming algorithms. It is natural to ask for conditions on the constraints under which AKKT implies KKT. These conditions will be called strict constraint qualifications (SCQs). In this paper we define a cone-continuity property (CCP) that will be shown to be the weakest possible SCQ. Its relation to other constraint qualifications will also be clarified. In particular, it will be proved that CCP is strictly weaker than the constant positive generator constraint qualification. (AU) | |
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 |
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 |