Advanced search
Start date
Betweenand
Related content
(Reference retrieved automatically from Web of Science through information on FAPESP grant and its corresponding number as mentioned in the publication by the authors.)

A CONE-CONTINUITY CONSTRAINT QUALIFICATION AND ALGORITHMIC CONSEQUENCES

Full text
Author(s):
Andreani, Roberto [1] ; Martinez, Jose Mario [1] ; Ramos, Alberto [2] ; Silva, Paulo J. S. [1]
Total Authors: 4
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
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