A NEW SEQUENTIAL OPTIMALITY CONDITION FOR CONSTRAINED OPTIMIZATION AND ALGORITHMIC CONSEQUENCES

Texto completo
Autor(es):	Andreani, Roberto ^[1] ; Martinez, J. M. ^[1] ; Svaiter, B. F. ^[2] Número total de Autores: 3
Afiliação do(s) autor(es):	^[1] Univ Estadual Campinas, Dept Appl Math, Inst Math Stat & Sci Comp, Campinas, SP - Brazil ^[2] Inst Pure & Appl Math, Rio De Janeiro - Brazil Número total de Afiliações: 2
Tipo de documento:	Artigo Científico
Fonte:	SIAM JOURNAL ON OPTIMIZATION; v. 20, n. 6, p. 3533-3554, 2010.
Citações Web of Science:	26
Resumo
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)

Processo FAPESP:	06/53768-0 - Métodos computacionais de otimização
Beneficiário:	José Mário Martinez Perez
Modalidade de apoio:	Auxílio à Pesquisa - Temático