Sequential optimality conditions / Condições sequenciais de otimalidade

AUTOR(ES)
DATA DE PUBLICAÇÃO

2009

RESUMO

We study optimality conditions generated by the external penalty, internal penalty, internal-external penalty and inexact restoration algorithms, and we show relations with the CPLD, a new constraint qualification strictly weaker than the Mangasarian-Fromovitz condition and the constant rank condition of Janin. We extend the result of the classical Carathéodory s Lemma, where we show a bound for the size of the new multipliers. We present new optimality conditions related to the Approximate Gradient Projection condition (AGP). When there is an extra set of linear constraints, we define an AGP type condition and prove relations with CPLD and KKT conditions. Similar results are obtained when there is an extra set of convex constraints. We provide some further generalizations and relations to an inexact restoration algorithm

ASSUNTO(S)

condições de otimalidade programação não-linear condições de qualificação constraint qualifications optimality conditions nonlinear programming

ACESSO AO ARTIGO

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