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A cone-continuity constraint qualification and algorithmic consequences

  • Roberto Andreani
  • , José Mário Martínez
  • , Alberto Ramos
  • , Paulo J.S. Silva
  • Universidade de São Paulo
  • Universidade Estadual de Campinas

Research output: Contribution to journalArticlepeer-review

87 Scopus citations

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.

Original languageEnglish
Pages (from-to)96-110
Number of pages15
JournalSIAM Journal on Optimization
Volume26
Issue number1
DOIs
StatePublished - 2016
Externally publishedYes

Keywords

  • Approximate KKT conditions
  • Constrained optimization
  • Constraint qualifications
  • KKT conditions
  • Optimality conditions

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