INTRINSIC FORMULATION OF KKT CONDITIONS AND CONSTRAINT QUALIFICATIONS ON SMOOTH MANIFOLDS

被引:40
作者
Bergmann, Ronny [1 ]
Herzog, Roland [1 ]
机构
[1] Tech Univ Chemnitz, Fac Math, D-09107 Chemnitz, Germany
关键词
nonlinear optimization; smooth manifolds; KKT conditions; constraint qualifications; PROGRAMMING PROBLEMS; NONSMOOTH ANALYSIS;
D O I
10.1137/18M1181602
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
Karush-Kuhn-Tucker (KKT) conditions for equality and inequality constrained optimization problems on smooth manifolds are formulated. Under the Guignard constraint qualification, local minimizers are shown to admit Lagrange multipliers. The linear independence, Mangasarian-Fromovitz, and Abadie constraint qualifications are also formulated, and the chain "LICQ implies MFCQ implies ACQ implies GCQ" is proved. Moreover, classical connections between these constraint qualifications and the set of Lagrange multipliers are established, which parallel the results in Euclidean space. The constrained Riemannian center of mass on the sphere serves as an illustrating numerical example.
引用
收藏
页码:2423 / 2444
页数:22
相关论文
共 38 条
[1]   Trust-region methods on Riemannian manifolds [J].
Absil, P-A. ;
Baker, C. G. ;
Gallivan, K. A. .
FOUNDATIONS OF COMPUTATIONAL MATHEMATICS, 2007, 7 (03) :303-330
[2]  
Absil PA, 2008, OPTIMIZATION ALGORITHMS ON MATRIX MANIFOLDS, P1
[3]   ON THE CONVERGENCE OF GRADIENT DESCENT FOR FINDING THE RIEMANNIAN CENTER OF MASS [J].
Afsari, Bijan ;
Tron, Roberto ;
Vidal, Rene .
SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2013, 51 (03) :2230-2260
[4]  
[Anonymous], 2002, Theorie und Numerik restringierter Optimierungsaufgaben
[5]  
[Anonymous], 1976, FDN OPTIMIZATION
[6]  
Aubin J.P., 2009, SET VALUED ANAL
[7]  
Aubin T., 2001, GRAD STUD MATH, V27
[8]   COMPUTING MEDIANS AND MEANS IN HADAMARD SPACES [J].
Bacak, Miroslav .
SIAM JOURNAL ON OPTIMIZATION, 2014, 24 (03) :1542-1566
[9]  
Bazaraa M.S., 1990, LINEAR PROGRAMMING N, DOI DOI 10.1002/0471787779
[10]  
Bergmann R, 2017, IEEE IMAGE PROC, P201, DOI 10.1109/ICIP.2017.8296271