N. S. Fazzio

An active-set method for box-constrained multiobjective optimization

  • N. S. Fazzio
  • Leandro Fonseca Prudente
  • María Laura Schuverdt
    • Categories Multi-Criteria Optimization Tags , , ,

    We propose an active-set algorithm for smooth multiobjective optimization problems subject to box constraints. The method works on one face of the feasible set at a time, treating it as a lower-dimensional region on which the problem simplifies. At each iteration, the algorithm decides whether to remain on the current face or to move to … Read more

    A sequential optimality condition related to the quasinormality constraint qualification and its algorithmic consequences

  • Roberto Andreani
  • N. S. Fazzio
  • María Laura Schuverdt
  • Leonardo D. Secchin
    • Categories Constrained Nonlinear Optimization Tags , , ,

    In the present paper, we prove that the augmented Lagrangian method converges to KKT points under the quasinormality constraint qualification, which is associated with the external penalty theory. For this purpose, a new sequential optimality condition for smooth constrained optimization, called PAKKT, is defined. The new condition takes into account the sign of the dual … Read more