A New Sequential Optimality Condition for Constrained Nonsmooth Optimization
From MaRDI portal
Publication:5114399
DOI10.1137/18M1228608zbMath1477.90070OpenAlexW3036818994MaRDI QIDQ5114399
Elias Salomão Helou, Lucas E. A. Simões, Sandra Augusta Santos
Publication date: 22 June 2020
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/18m1228608
constrained optimizationconstraint qualificationnonsmooth nonconvex optimizationsequential optimality condition
Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Optimality conditions and duality in mathematical programming (90C46)
Related Items
Asymptotic regularity for Lipschitzian nonlinear optimization problems with applications to complementarity constrained and bilevel programming ⋮ A primal–dual penalty method via rounded weighted-ℓ1 Lagrangian duality ⋮ Analysis of a new sequential optimality condition applied to mathematical programs with equilibrium constraints ⋮ Optimality conditions, approximate stationarity, and applications – a story beyond lipschitzness ⋮ On the convergence analysis of a penalty algorithm for nonsmooth optimization and its performance for solving hard-sphere problems ⋮ On the fulfillment of the complementary approximate Karush-Kuhn-Tucker conditions and algorithmic applications ⋮ A primal nonsmooth reformulation for bilevel optimization problems ⋮ A comparative study of sequential optimality conditions for mathematical programs with cardinality constraints
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Second-order optimality conditions for mathematical programs with equilibrium constraints
- Nonsmooth optimization via quasi-Newton methods
- Interior epigraph directions method for nonsmooth and nonconvex optimization via generalized augmented Lagrangian duality
- Outer trust-region method for constrained optimization
- An augmented penalty function method with penalty parameter updates for nonconvex optimization
- Is bilevel programming a special case of a mathematical program with complementarity constraints?
- A quasi-Newton algorithm for nonconvex, nonsmooth optimization with global convergence guarantees
- Addressing the greediness phenomenon in nonlinear programming by means of proximal augmented Lagrangians
- Exact penalty functions in proximal bundle methods for constrained convex nondifferentiable minimization
- Refinements of necessary optimality conditions in nondifferentiable programming. I
- An implementation of Shor's \(r\)-algorithm
- Validation of an augmented Lagrangian algorithm with a Gauss-Newton Hessian approximation using a set of hard-spheres problems
- On the local convergence analysis of the gradient sampling method for finite max-functions
- On the minimization of possibly discontinuous functions by means of pointwise approximations
- Nonsmooth spectral gradient methods for unconstrained optimization
- A fast gradient and function sampling method for finite-max functions
- On the relation between constant positive linear dependence condition and quasinormality constraint qualification
- Approximate KKT points and a proximity measure for termination
- Optimization and decision science: methodologies and applications. ODS, Sorrento, Italy, September 4--7, 2017
- Augmented Lagrangian methods under the constant positive linear dependence constraint qualification
- An update rule and a convergence result for a penalty function method
- An overview of bilevel optimization
- On the differentiability check in gradient sampling methods
- An adaptive gradient sampling algorithm for non-smooth optimization
- A Sequential Quadratic Programming Algorithm for Nonconvex, Nonsmooth Constrained Optimization
- A Linesearch-Based Derivative-Free Approach for Nonsmooth Constrained Optimization
- A Deflected Subgradient Method Using a General Augmented Lagrangian Duality with Implications on Penalty Methods
- A New Sequential Optimality Condition for Constrained Optimization and Algorithmic Consequences
- A Globally Convergent Augmented Lagrangian Algorithm for Optimization with General Constraints and Simple Bounds
- Calmness and Exact Penalization
- A Cone-Continuity Constraint Qualification and Algorithmic Consequences
- Convergence of the Gradient Sampling Algorithm for Nonsmooth Nonconvex Optimization
- New upper bounds for kissing numbers from semidefinite programming
- On the Extension of Constrained Optimization Algorithms from Differentiable to Nondifferentiable Problems
- An Exact Penalization Viewpoint of Constrained Optimization
- On optimality conditions in nondifferentiable programming
- Optimization of lipschitz continuous functions
- Variational Analysis
- A Sequential Optimality Condition Related to the Quasi-normality Constraint Qualification and Its Algorithmic Consequences
- Improving the Semidefinite Programming Bound for the Kissing Number by Exploiting Polynomial Symmetry
- An Exact Penalty Function Algorithm for Non-smooth Convex Constrained Minimization Problems
- New Sequential Optimality Conditions for Mathematical Programs with Complementarity Constraints and Algorithmic Consequences
- A survey on the kissing numbers
- A BFGS-SQP method for nonsmooth, nonconvex, constrained optimization and its evaluation using relative minimization profiles
- A Robust Gradient Sampling Algorithm for Nonsmooth, Nonconvex Optimization
- Non-Linear Programming Via Penalty Functions
- Approximating Subdifferentials by Random Sampling of Gradients
- On sequential optimality conditions for smooth constrained optimization
- Numerical optimization. Theoretical and practical aspects. Transl. from the French
