A NEW SEQUENTIAL OPTIMALITY CONDITION FOR CONSTRAINED OPTIMIZATION AND ALGORITHMIC CONSEQUENCES

dc.creatorAndreani, R
dc.creatorMartinez, JM
dc.creatorSvaiter, BF
dc.date2010
dc.date2014-11-14T04:07:14Z
dc.date2015-11-26T16:04:25Z
dc.date2014-11-14T04:07:14Z
dc.date2015-11-26T16:04:25Z
dc.date.accessioned2018-03-28T22:53:31Z
dc.date.available2018-03-28T22:53:31Z
dc.identifierSiam Journal On Optimization. Siam Publications, v. 20, n. 6, n. 3533, n. 3554, 2010.
dc.identifier1052-6234
dc.identifierWOS:000285547100036
dc.identifier10.1137/090777189
dc.identifierhttp://www.repositorio.unicamp.br/jspui/handle/REPOSIP/76341
dc.identifierhttp://www.repositorio.unicamp.br/handle/REPOSIP/76341
dc.identifierhttp://repositorio.unicamp.br/jspui/handle/REPOSIP/76341
dc.identifier.urihttp://repositorioslatinoamericanos.uchile.cl/handle/2250/1265478
dc.descriptionConselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)
dc.descriptionFundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)
dc.descriptionNecessary first-order sequential optimality conditions provide adequate theoretical tools to justify stopping criteria for nonlinear programming solvers. Sequential optimality conditions are satisfied by local minimizers of optimization problems independently of the fulfillment of constraint qualifications. A new condition of this type is introduced in the present paper. It is proved that a well-established augmented Lagrangian algorithm produces sequences whose limits satisfy the new condition. Practical consequences are discussed.
dc.description20
dc.description6
dc.description3533
dc.description3554
dc.descriptionConselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)
dc.descriptionFundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)
dc.descriptionFundação de Amparo à Pesquisa do Estado do Rio de Janeiro (FAPERJ)
dc.descriptionConselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)
dc.descriptionFundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)
dc.descriptionCNPq [E-26/171.164/2003 - APQ1]
dc.descriptionFAPESP [05/02163/8, 06/53768-0]
dc.descriptionCNPq [300900/2009-0 480101/2008-6, 303583/2008-8]
dc.descriptionFAPERJ [26/102.821/2008]
dc.languageen
dc.publisherSiam Publications
dc.publisherPhiladelphia
dc.publisherEUA
dc.relationSiam Journal On Optimization
dc.relationSIAM J. Optim.
dc.rightsaberto
dc.sourceWeb of Science
dc.subjectnonlinear programming
dc.subjectoptimality conditions
dc.subjectapproximate KKT conditions
dc.subjectstopping criteria
dc.subjectLinear-dependence Condition
dc.subjectInexact-restoration
dc.subjectMinimization
dc.subjectInequality
dc.titleA NEW SEQUENTIAL OPTIMALITY CONDITION FOR CONSTRAINED OPTIMIZATION AND ALGORITHMIC CONSEQUENCES
dc.typeArtículos de revistas


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