Please use this identifier to cite or link to this item: http://repositorio.unicamp.br/jspui/handle/REPOSIP/327132
Type: Artigo
Title: A Cone-continuity Constraint Qualification And Algorithmic Consequences
Author: Andreani
Roberto; Martinez
Jose Mario; Ramos
Alberto; Silva
Paulo J. S.
Abstract: Every local minimizer of a smooth constrained optimization problem satisfies the sequential approximate Karush-Kuhn-Tucker (AKKT) condition. This optimality condition is used to define the stopping criteria of many practical nonlinear programming algorithms. It is natural to ask for conditions on the constraints under which AKKT implies KKT. These conditions will be called strict constraint qualifications (SCQs). In this paper we define a cone-continuity property (CCP) that will be shown to be the weakest possible SCQ. Its relation to other constraint qualifications will also be clarified. In particular, it will be proved that CCP is strictly weaker than the constant positive generator constraint qualification.
Subject: Constrained Optimization
Optimality Conditions
Constraint Qualifications
Kkt Conditions
Approximate Kkt Conditions
Editor: SIAM Publications
Philadelphia
Rights: aberto
Identifier DOI: 10.1137/15M1008488
Address: http://epubs.siam.org/doi/abs/10.1137/15M1008488
Date Issue: 2016
Appears in Collections:Unicamp - Artigos e Outros Documentos

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