| Texto completo | |
| Autor(es): |
Bueno, L. F.
;
Haeser, G.
;
Lara, F.
;
Rojas, F. N.
Número total de Autores: 4
|
| Tipo de documento: | Artigo Científico |
| Fonte: | COMPUTATIONAL OPTIMIZATION AND APPLICATIONS; v. 76, n. 3, p. 30-pg., 2020-02-21. |
| Resumo | |
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) | |
| Processo FAPESP: | 17/18308-2 - Condições de otimalidade e algoritmos de segunda-ordem |
| Beneficiário: | Gabriel Haeser |
| Modalidade de apoio: | Auxílio à Pesquisa - Regular |
| Processo FAPESP: | 18/24293-0 - Métodos computacionais de otimização |
| Beneficiário: | Sandra Augusta Santos |
| Modalidade de apoio: | Auxílio à Pesquisa - Temático |
| Processo FAPESP: | 13/05475-7 - Métodos computacionais de otimização |
| Beneficiário: | Sandra Augusta Santos |
| Modalidade de apoio: | Auxílio à Pesquisa - Temático |