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(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 NEW SEQUENTIAL OPTIMALITY CONDITION FOR CONSTRAINED OPTIMIZATION AND ALGORITHMIC CONSEQUENCES

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Author(s):
Andreani, Roberto [1] ; Martinez, J. M. [1] ; Svaiter, B. F. [2]
Total Authors: 3
Affiliation:
[1] Univ Estadual Campinas, Dept Appl Math, Inst Math Stat & Sci Comp, Campinas, SP - Brazil
[2] Inst Pure & Appl Math, Rio De Janeiro - Brazil
Total Affiliations: 2
Document type: Journal article
Source: SIAM JOURNAL ON OPTIMIZATION; v. 20, n. 6, p. 3533-3554, 2010.
Web of Science Citations: 26
Abstract

Necessary first-order sequential optimality conditions provide adequate theoretical tools to justify stopping criteria for nonlinear programming solvers. Sequential optimality conditions are satisfied by local minimizers of optimization problems independently of the fulfillment of constraint qualifications. A new condition of this type is introduced in the present paper. It is proved that a well-established augmented Lagrangian algorithm produces sequences whose limits satisfy the new condition. Practical consequences are discussed. (AU)

FAPESP's process: 06/53768-0 - Computational methods of optimization
Grantee:José Mário Martinez Perez
Support Opportunities: Research Projects - Thematic Grants