On Sequential Optimality Conditions

Número: 
19
Ano: 
2009
Autor: 
Roberto Andreani
Gabriel Haeser
José Mario Martínez
Abstract: 

Sequential optimality conditions provide adequate theoretical tools to justify stopping criteria for nonlinear programming solvers. Approximate KKT and Approximate Gradient Projection conditions areanalyzed in this work. These conditions are not necessarily equivalent. Implications between different conditions and counter-examples will be shown. Algorithmic consequences will be discussed.

Keywords: 
Nonlinear Programming
Optimality Conditions
Constraint Qualifications
Stopping criteria
Mathematics Subject Classification 2000 (MSC 2000): 
90C30; 49K99; 65K05;
Arquivo: