| Full text | |
| Author(s): |
Total Authors: 3
|
| Affiliation: | [1] Univ Sao Paulo, Inst Math Sci & Computat, BR-13566590 Sao Carlos, SP - Brazil
[2] Univ Estadual Campinas, Dept Appl Math, BR-13083859 Campinas, SP - Brazil
Total Affiliations: 2
|
| Document type: | Journal article |
| Source: | SIAM JOURNAL ON OPTIMIZATION; v. 30, n. 2, p. 1610-1637, 2020. |
| Web of Science Citations: | 0 |
| Abstract | |
We introduce a sequential optimality condition for locally Lipschitz constrained nonsmooth optimization, verifiable just using derivative information, and which holds even in the absence of any constraint qualification. We present a practical algorithm that generates iterates either fulfilling the new necessary optimality condition or converging to stationary points of the infeasibility measure. A main feature of the devised algorithm is to allow a stronger control over the infeasibility of the iterates than usually obtained by exact penalty strategies, ensuring theoretical and practical advantages. Illustrative numerical experiments highlight the potentialities of the algorithm. (AU) | |
| FAPESP's process: | 17/07265-0 - Sampling techniques for constrained nonsmooth optimization problems: theory development |
| Grantee: | Lucas Eduardo Azevedo Simões |
| Support Opportunities: | Scholarships abroad - Research Internship - Post-doctor |
| 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: | 18/24293-0 - Computational methods in optimization |
| Grantee: | Sandra Augusta Santos |
| Support Opportunities: | Research Projects - Thematic Grants |
| FAPESP's process: | 16/22989-2 - A sampling method for constrained nonsmooth optimization problems |
| Grantee: | Lucas Eduardo Azevedo Simões |
| Support Opportunities: | Scholarships in Brazil - Post-Doctoral |