TWO NEW WEAK CONSTRAINT QUALIFICATIONS and APPLICATIONS

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dc.contributor.author Andreani, Roberto
dc.contributor.author Haeser, Gabriel [UNIFESP]
dc.contributor.author Laura Schuverdt, Maria
dc.contributor.author Silva, Paulo J. S.
dc.date.accessioned 2016-01-24T14:17:36Z
dc.date.available 2016-01-24T14:17:36Z
dc.date.issued 2012-01-01
dc.identifier http://dx.doi.org/10.1137/110843939
dc.identifier.citation Siam Journal On Optimization. Philadelphia: Siam Publications, v. 22, n. 3, p. 1109-1135, 2012.
dc.identifier.issn 1052-6234
dc.identifier.uri http://repositorio.unifesp.br/handle/11600/34361
dc.description.abstract We present two new constraint qualifications (CQs) that are weaker than the recently introduced relaxed constant positive linear dependence (RCPLD) CQ. RCPLD is based on the assumption that many subsets of the gradients of the active constraints preserve positive linear dependence locally. A major open question was to identify the exact set of gradients whose properties had to be preserved locally and that would still work as a CQ. This is done in the first new CQ, which we call the constant rank of the subspace component (CRSC) CQ. This new CQ also preserves many of the good properties of RCPLD, such as local stability and the validity of an error bound. We also introduce an even weaker CQ, called the constant positive generator (CPG), which can replace RCPLD in the analysis of the global convergence of algorithms. We close this work by extending convergence results of algorithms belonging to all the main classes of nonlinear optimization methods: sequential quadratic programming, augmented Lagrangians, interior point algorithms, and inexact restoration. en
dc.description.sponsorship Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)
dc.description.sponsorship Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)
dc.format.extent 1109-1135
dc.language.iso eng
dc.publisher Siam Publications
dc.relation.ispartof Siam Journal On Optimization
dc.rights Acesso aberto
dc.subject constraint qualifications en
dc.subject error bound en
dc.subject algorithmic convergence en
dc.title TWO NEW WEAK CONSTRAINT QUALIFICATIONS and APPLICATIONS en
dc.type Artigo
dc.contributor.institution Universidade Estadual de Campinas (UNICAMP)
dc.contributor.institution Universidade Federal de São Paulo (UNIFESP)
dc.contributor.institution Natl Univ La Plata
dc.contributor.institution Universidade de São Paulo (USP)
dc.description.affiliation Univ Estadual Campinas, Dept Appl Math, Inst Math Stat & Sci Comp, Campinas, SP, Brazil
dc.description.affiliation Universidade Federal de São Paulo, Inst Sci & Technol, Sao Jose Dos Campos, SP, Brazil
dc.description.affiliation Natl Univ La Plata, FCE, Dept Math, CONICET, RA-1900 La Plata, Bs As, Argentina
dc.description.affiliation Univ São Paulo, Inst Math & Stat, São Paulo, Brazil
dc.description.affiliationUnifesp Universidade Federal de São Paulo, Inst Sci & Technol, Sao Jose Dos Campos, SP, Brazil
dc.description.sponsorshipID CNPq: E-26/171.510/2006-APQ1
dc.description.sponsorshipID FAPESP: 2006/53768-0
dc.description.sponsorshipID FAPESP: 2009/09414-7
dc.description.sponsorshipID FAPESP: 2010/19720-5
dc.description.sponsorshipID CNPq: 300900/2009-0
dc.description.sponsorshipID CNPq: 303030/2007-0
dc.description.sponsorshipID CNPq: 305740/2010-5
dc.description.sponsorshipID CNPq: 474138/2008-9
dc.identifier.file WOS000310214800019.pdf
dc.identifier.doi 10.1137/110843939
dc.description.source Web of Science
dc.identifier.wos WOS:000310214800019



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