| Full text | |
| Author(s): |
Total Authors: 4
|
| Affiliation: | [1] Univ Fed Sao Paulo, Inst Sci & Technol, Sao Jose Dos Campos, SP - Brazil
[2] Univ Sao Paulo, Dept Appl Math, Sao Paulo, SP - Brazil
[3] Univ Tarapaca, Dept Matemat, Arica - Chile
[4] Univ Sao Paulo, Inst Math & Stat, Dept Appl Math, Sao Paulo, SP - Brazil
Total Affiliations: 4
|
| Document type: | Journal article |
| Source: | COMPUTATIONAL OPTIMIZATION AND APPLICATIONS; v. 76, n. 3, SI, p. 737-766, JUL 2020. |
| Web of Science Citations: | 2 |
| Abstract | |
In this paper, we propose an Augmented Lagrangian algorithm for solving a general class of possible non-convex problems called quasi-equilibrium problems (QEPs). We define an Augmented Lagrangian bifunction associated with QEPs, introduce a secondary QEP as a measure of infeasibility and we discuss several special classes of QEPs within our theoretical framework. For obtaining global convergence under a new weak constraint qualification, we extend the notion of an Approximate Karush-Kuhn-Tucker (AKKT) point for QEPs (AKKT-QEP), showing that in general it is not necessarily satisfied at a solution, differently from its counterpart in optimization. We study some particular cases where AKKT-QEP does hold at a solution, while discussing the solvability of the subproblems of the algorithm. We also present illustrative numerical experiments. (AU) | |
| FAPESP's process: | 13/05475-7 - Computational methods in optimization |
| Grantee: | Sandra Augusta Santos |
| Support Opportunities: | Research Projects - Thematic Grants |
| FAPESP's process: | 18/24293-0 - Computational methods in optimization |
| Grantee: | Sandra Augusta Santos |
| Support Opportunities: | Research Projects - Thematic Grants |
| FAPESP's process: | 17/18308-2 - Second-order optimality conditions and algorithms |
| Grantee: | Gabriel Haeser |
| Support Opportunities: | Regular Research Grants |