Strict Constraint Qualifications and Sequential Optimality Conditions for Constrained Optimization
Sequential optimality conditions for constrained optimization are necessarily satisfied by local minimizers, independently of the fulfillment of constraint qualifications. These conditions support the employment of different stopping criteria for practical optimization algorithms. On the other hand,...
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Veröffentlicht in: | Mathematics of operations research 2018-08, Vol.43 (3), p.693-717 |
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description | Sequential optimality conditions for constrained optimization are necessarily satisfied by local minimizers, independently of the fulfillment of constraint qualifications. These conditions support the employment of different stopping criteria for practical optimization algorithms. On the other hand, when an appropriate property on the constraints holds at a point that satisfies a sequential optimality condition, such a point also satisfies the Karush-Kuhn-Tucker conditions. Those properties will be called
strict constraint qualifications
in this paper. As a consequence, for each sequential optimality condition, it is natural to ask for its weakest strict associated constraint qualification. This problem has been solved in a recent paper for the Approximate Karush-Kuhn-Tucker sequential optimality condition. In the present paper, we characterize the weakest strict constraint qualifications associated with other sequential optimality conditions that are useful for defining stopping criteria of algorithms. In addition, we prove all the implications between the new strict constraint qualifications and other (classical or strict) constraint qualifications. |
doi_str_mv | 10.1287/moor.2017.0879 |
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strict constraint qualifications
in this paper. As a consequence, for each sequential optimality condition, it is natural to ask for its weakest strict associated constraint qualification. This problem has been solved in a recent paper for the Approximate Karush-Kuhn-Tucker sequential optimality condition. In the present paper, we characterize the weakest strict constraint qualifications associated with other sequential optimality conditions that are useful for defining stopping criteria of algorithms. In addition, we prove all the implications between the new strict constraint qualifications and other (classical or strict) constraint qualifications.</description><identifier>ISSN: 0364-765X</identifier><identifier>EISSN: 1526-5471</identifier><identifier>DOI: 10.1287/moor.2017.0879</identifier><language>eng</language><publisher>Linthicum: INFORMS</publisher><subject>algorithmic convergence ; Algorithms ; constraint qualifications ; Constraints ; Kuhn-Tucker method ; nonlinear programming ; Operations research ; Optimization ; Optimization algorithms ; Qualifications ; Studies</subject><ispartof>Mathematics of operations research, 2018-08, Vol.43 (3), p.693-717</ispartof><rights>2018 INFORMS</rights><rights>Copyright Institute for Operations Research and the Management Sciences Aug 2018</rights><lds50>peer_reviewed</lds50><woscitedreferencessubscribed>false</woscitedreferencessubscribed><citedby>FETCH-LOGICAL-c425t-10d1ef0dcd26acd8682c1a45a3d7618d5560e29772f9a0b2d141cbd1df39ec373</citedby><cites>FETCH-LOGICAL-c425t-10d1ef0dcd26acd8682c1a45a3d7618d5560e29772f9a0b2d141cbd1df39ec373</cites><orcidid>0000-0003-1340-965X</orcidid></display><links><openurl>$$Topenurl_article</openurl><openurlfulltext>$$Topenurlfull_article</openurlfulltext><thumbnail>$$Tsyndetics_thumb_exl</thumbnail><linktopdf>$$Uhttps://www.jstor.org/stable/pdf/48748539$$EPDF$$P50$$Gjstor$$H</linktopdf><linktohtml>$$Uhttps://pubsonline.informs.org/doi/full/10.1287/moor.2017.0879$$EHTML$$P50$$Ginforms$$H</linktohtml><link.rule.ids>314,780,784,803,832,3692,27924,27925,58017,58021,58250,58254,62616</link.rule.ids></links><search><creatorcontrib>Andreani, Roberto</creatorcontrib><creatorcontrib>Martínez, José Mario</creatorcontrib><creatorcontrib>Ramos, Alberto</creatorcontrib><creatorcontrib>Silva, Paulo J. S.</creatorcontrib><title>Strict Constraint Qualifications and Sequential Optimality Conditions for Constrained Optimization</title><title>Mathematics of operations research</title><description>Sequential optimality conditions for constrained optimization are necessarily satisfied by local minimizers, independently of the fulfillment of constraint qualifications. These conditions support the employment of different stopping criteria for practical optimization algorithms. On the other hand, when an appropriate property on the constraints holds at a point that satisfies a sequential optimality condition, such a point also satisfies the Karush-Kuhn-Tucker conditions. Those properties will be called
strict constraint qualifications
in this paper. As a consequence, for each sequential optimality condition, it is natural to ask for its weakest strict associated constraint qualification. This problem has been solved in a recent paper for the Approximate Karush-Kuhn-Tucker sequential optimality condition. In the present paper, we characterize the weakest strict constraint qualifications associated with other sequential optimality conditions that are useful for defining stopping criteria of algorithms. In addition, we prove all the implications between the new strict constraint qualifications and other (classical or strict) constraint qualifications.</description><subject>algorithmic convergence</subject><subject>Algorithms</subject><subject>constraint qualifications</subject><subject>Constraints</subject><subject>Kuhn-Tucker method</subject><subject>nonlinear programming</subject><subject>Operations research</subject><subject>Optimization</subject><subject>Optimization algorithms</subject><subject>Qualifications</subject><subject>Studies</subject><issn>0364-765X</issn><issn>1526-5471</issn><fulltext>true</fulltext><rsrctype>article</rsrctype><creationdate>2018</creationdate><recordtype>article</recordtype><recordid>eNqFkEFLAzEQhYMoWKtXb8KC510z2WSTHKVoFQpFquAtpEkWUtrdmqSH-uvNuopHTwN533szeQhdA66ACH636_tQEQy8woLLEzQBRpqSUQ6naILrhpa8Ye_n6CLGDcbAONAJWq9S8CYVs76LKWjfpeLloLe-9UYnnx8L3dli5T4Orkteb4vlPvldBtJx8Fg_Qm0f_iKcHSn_-R1xic5avY3u6mdO0dvjw-vsqVws58-z-0VpKGGpBGzBtdgaSxptrGgEMaAp07XlDQjLWIMdkZyTVmq8JhYomLUF29bSmZrXU3Q75u5Dn8-NSW36Q-jySkWASCkJBZmpaqRM6GMMrlX7kD8UjgqwGnpUQ49q6FENPWbDzWjYxJSFX5oKTgWrB70cdd_lFnbxv7wvnrOBlA</recordid><startdate>20180801</startdate><enddate>20180801</enddate><creator>Andreani, Roberto</creator><creator>Martínez, José Mario</creator><creator>Ramos, Alberto</creator><creator>Silva, Paulo J. S.</creator><general>INFORMS</general><general>Institute for Operations Research and the Management Sciences</general><scope>AAYXX</scope><scope>CITATION</scope><scope>JQ2</scope><orcidid>https://orcid.org/0000-0003-1340-965X</orcidid></search><sort><creationdate>20180801</creationdate><title>Strict Constraint Qualifications and Sequential Optimality Conditions for Constrained Optimization</title><author>Andreani, Roberto ; Martínez, José Mario ; Ramos, Alberto ; Silva, Paulo J. S.</author></sort><facets><frbrtype>5</frbrtype><frbrgroupid>cdi_FETCH-LOGICAL-c425t-10d1ef0dcd26acd8682c1a45a3d7618d5560e29772f9a0b2d141cbd1df39ec373</frbrgroupid><rsrctype>articles</rsrctype><prefilter>articles</prefilter><language>eng</language><creationdate>2018</creationdate><topic>algorithmic convergence</topic><topic>Algorithms</topic><topic>constraint qualifications</topic><topic>Constraints</topic><topic>Kuhn-Tucker method</topic><topic>nonlinear programming</topic><topic>Operations research</topic><topic>Optimization</topic><topic>Optimization algorithms</topic><topic>Qualifications</topic><topic>Studies</topic><toplevel>peer_reviewed</toplevel><toplevel>online_resources</toplevel><creatorcontrib>Andreani, Roberto</creatorcontrib><creatorcontrib>Martínez, José Mario</creatorcontrib><creatorcontrib>Ramos, Alberto</creatorcontrib><creatorcontrib>Silva, Paulo J. S.</creatorcontrib><collection>CrossRef</collection><collection>ProQuest Computer Science Collection</collection><jtitle>Mathematics of operations research</jtitle></facets><delivery><delcategory>Remote Search Resource</delcategory><fulltext>fulltext</fulltext></delivery><addata><au>Andreani, Roberto</au><au>Martínez, José Mario</au><au>Ramos, Alberto</au><au>Silva, Paulo J. S.</au><format>journal</format><genre>article</genre><ristype>JOUR</ristype><atitle>Strict Constraint Qualifications and Sequential Optimality Conditions for Constrained Optimization</atitle><jtitle>Mathematics of operations research</jtitle><date>2018-08-01</date><risdate>2018</risdate><volume>43</volume><issue>3</issue><spage>693</spage><epage>717</epage><pages>693-717</pages><issn>0364-765X</issn><eissn>1526-5471</eissn><abstract>Sequential optimality conditions for constrained optimization are necessarily satisfied by local minimizers, independently of the fulfillment of constraint qualifications. These conditions support the employment of different stopping criteria for practical optimization algorithms. On the other hand, when an appropriate property on the constraints holds at a point that satisfies a sequential optimality condition, such a point also satisfies the Karush-Kuhn-Tucker conditions. Those properties will be called
strict constraint qualifications
in this paper. As a consequence, for each sequential optimality condition, it is natural to ask for its weakest strict associated constraint qualification. This problem has been solved in a recent paper for the Approximate Karush-Kuhn-Tucker sequential optimality condition. In the present paper, we characterize the weakest strict constraint qualifications associated with other sequential optimality conditions that are useful for defining stopping criteria of algorithms. In addition, we prove all the implications between the new strict constraint qualifications and other (classical or strict) constraint qualifications.</abstract><cop>Linthicum</cop><pub>INFORMS</pub><doi>10.1287/moor.2017.0879</doi><tpages>25</tpages><orcidid>https://orcid.org/0000-0003-1340-965X</orcidid></addata></record> |
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subjects | algorithmic convergence Algorithms constraint qualifications Constraints Kuhn-Tucker method nonlinear programming Operations research Optimization Optimization algorithms Qualifications Studies |
title | Strict Constraint Qualifications and Sequential Optimality Conditions for Constrained Optimization |
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