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Article . 2016
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SIAM Journal on Optimization
Article . 2016 . Peer-reviewed
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Article . 2016
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A Cone-Continuity Constraint Qualification and Algorithmic Consequences

A cone-continuity constraint qualification and algorithmic consequences
Authors: Roberto Andreani; José Mario Martínez; Alberto Ramos 0001; Paulo J. S. Silva;

A Cone-Continuity Constraint Qualification and Algorithmic Consequences

Abstract

Summary: 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.

Keywords

approximate KKT conditions, optimality conditions, constraint qualifications, Nonlinear programming, Optimality conditions and duality in mathematical programming, constrained optimization, KKT conditions

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
73
Top 10%
Top 10%
Top 1%
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