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On sequential optimality conditions for smooth constrained optimization

Roberto Andreani (andreani***at***ime.unicamp.br )
Gabriel Haeser (ghaeser***at***gmail.com)
José M. Martínez (martinez***at***ime.unicamp.br )

Abstract: Sequential optimality conditions provide adequate theoretical tools to justify stopping criteria for nonlinear programming solvers. Approximate KKT and Approximate Gradient Projection conditions are analyzed in this work. These conditions are not necessarily equivalent. Implications between different conditions and counter-examples will be shown. Algorithmic consequences will be discussed.

Keywords: Nonlinear Programming, Optimality Conditions, Constraint Qualifications, Stopping criteria.

Category 1: Nonlinear Optimization

Citation:

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Entry Submitted: 06/26/2009
Entry Accepted: 06/26/2009
Entry Last Modified: 01/11/2010

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