Renan W. Prado

On the fulfillment of the complementary approximate Karush-Kuhn-Tucker conditions and algorithmic applications

  • Renan W. Prado
  • Sandra A. Santos
  • Lucas E. A. Simões
    • Categories Constrained Nonlinear Optimization Tags , ,

    Focusing on smooth constrained optimization problems, and inspired by the complementary approximate Karush-Kuhn-Tucker (CAKKT) conditions, this work introduces the weighted complementary Approximate Karush-Kuhn-Tucker (WCAKKT) conditions. They are shown to be verified not only by safeguarded augmented Lagrangian methods, but also by inexact restoration methods, inverse and logarithmic barrier methods, and a penalized algorithm for constrained … Read more

    A novel sequential optimality condition for smooth constrained optimization and algorithmic consequences

  • Renan W. Prado
  • Sandra A. Santos
  • Lucas E. A. Simões
    • Categories Constrained Nonlinear Optimization Tags , ,

    In the smooth constrained optimization setting, this work introduces the Domain Complementary Approximate Karush-Kuhn-Tucker (DCAKKT) condition, inspired by a sequential optimality condition recently devised for nonsmooth constrained optimization problems. It is shown that the augmented Lagrangian method can generate limit points satisfying DCAKKT, and it is proved that such a condition is not related to … Read more