Friday, 11:00 - 11:25 h, Room: H 0107

 

Paulo Silva
Constant positive generators: A new weak constraint qualification with algorithmic applications

Coauthors: Roberto Andreani, Gabriel Haeser, MarĂ­a L. Schuverdt

 

Abstract:
This talk introduces a generalization of the constant rank of the subspace component constraint qualification called the constant positive generator condition (CPG). This new constraint qualification is much weaker. For example, it can hold even in the absence of an error bound for the constraints and it can hold at a feasible point x while failing arbitrarily close to x.
In spite of its generality, it is possible to show that CPG is enough to ensure that almost-KKT points are actually KKT. Hence, this new condition can be used as a very mild assumption to assert the convergence of many algorithms to first order stationary points. As examples, we present extensions of convergence results for algorithms belonging to different classes of nonlinear optimization methods: augmented Lagrangians, inexact restoration, SQP, and interior point methods.

 

Talk 2 of the invited session Fri.1.H 0107
"Optimality conditions and constraint qualifications" [...]
Cluster 16
"Nonlinear programming" [...]

 

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