A cone-continuity constraint qualification and algorithmic consequences

  • Roberto Andreani
  • , José Mário Martínez
  • , Alberto Ramos
  • , Paulo J.S. Silva

Producción científica: Contribución a una revistaArtículorevisión exhaustiva

82 Citas (Scopus)

Resumen

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.

Idioma originalInglés
Páginas (desde-hasta)96-110
Número de páginas15
PublicaciónSIAM Journal on Optimization
Volumen26
N.º1
DOI
EstadoPublicada - 2016
Publicado de forma externa

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