A New Sequential Optimality Condition for Constrained Optimization and Algorithmic Consequences
Authors:
- Roberto AndreaniRARoberto Andreani
- J. M. MartínezJMJ. M. Martínez
- B. F. SvaiterBSB. F. Svaiter
- 1 January 2010
- journal article
- research article
- Published by Society for Industrial & Applied Mathematics (SIAM) in SIAM Journal on Optimization
- Vol. 20 (6) , 3533-3554
Abstract
Necessary 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.Keywords
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