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On approximate KKT condition and its extension to continuous variational inequalities

Gabriel Haeser (ghaeser***at***gmail.com)
Maria Laura Schuverdt (schuverd***at***mate.unlp.edu.ar)

Abstract: In this work we introduce a necessary natural sequential Approximate-Karush-Kuhn-Tucker (AKKT) condition for a point to be a solution of a continuous variational inequality problem without constraint quali cations, and we prove its relation with the Approximate Gradient Projection condition (AGP) of Garciga-Otero and Svaiter. We also prove that a slight variation of the AKKT condition is sufficient on a convex problem, and we prove sufficiency results for the AKKT condition on convex optimization problems. Sequential necessary conditions are more suitable to iterative methods than usual punctual conditions relying on constraint quali cations.

Keywords: Optimality Conditions, Variational Inequalities, Constraint Quali fication

Category 1: Nonlinear Optimization

Citation:

Download: [PDF]

Entry Submitted: 10/05/2009
Entry Accepted: 10/05/2009
Entry Last Modified: 12/20/2010

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