A practical optimality condition without constraint qualifications for nonlinear programming

被引：48

作者：

Martínez, JM ^{[1
]}

Svaiter, BF

机构：

[1] Univ Estadual Campinas, Dept Math Appl, Math Inst, Campinas, SP, Brazil

[2] Inst Matematica Pura & Aplicada, CNPq, Rio De Janeiro, Brazil

来源：

JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS | 2003年 / 118卷 / 01期

基金：

巴西圣保罗研究基金会;

关键词：

optimality conditions; Karush-Kuhn-Tucker conditions; minimization algorithms; constrained optimization;

D O I：

10.1023/A:1024791525441

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

A new optimality condition for minimization with general constraints is introduced. Unlike the KKT conditions, the new condition is satisfied by local minimizers of nonlinear programming problems, independently of constraint qualifications. The new condition is strictly stronger than and implies the Fritz - John optimality conditions. Sufficiency for convex programming is proved.

引用

页码：117 / 133

页数：17

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