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Type: Artigo
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
Subject: Otimização
Country: Estados Unidos
Editor: Society for Industrial and Applied Mathematics
Rights: Fechado
Identifier DOI: 10.1137/18M1228608
Date Issue: 2020
Appears in Collections:IMECC - Artigos e Outros Documentos

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