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|Title:||A new sequential optimality condition for constrained nonsmooth optimization|
|Author:||Helou, Elias S.|
Santos, Sandra A.
Simo͂es, Lucas E. A.
|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|
|Editor:||Society for Industrial and Applied Mathematics|
|Appears in Collections:||IMECC - Artigos e Outros Documentos|
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