Augmented Lagrangian methods under the constant positive linear dependence constraint qualification
نویسندگان
چکیده
منابع مشابه
Augmented Lagrangian methods under the constant positive linear dependence constraint qualification
Two Augmented Lagrangian algorithms for solving KKT systems are introduced. The algorithms differ in the way in which penalty parameters are updated. Possibly infeasible accumulation points are characterized. It is proved that feasible limit points that satisfy the Constant Positive Linear Dependence constraint qualification are KKT solutions. Boundedness of the penalty parameters is proved und...
متن کاملA relaxed constant positive linear dependence constraint qualification and applications
In this work we introduce a relaxed version of the constant positive linear dependence constraint qualification (CPLD) that we call RCPLD. This development is inspired by a recent generalization of the constant rank constraint qualification from Minchenko and Stakhovski that was called RCR. We show that RCPLD is enough to ensure the convergence of an augmented Lagrangian algorithm and asserts t...
متن کاملThe Constant Positive Linear Dependence condition of Qi and Wei implies the quasinormality constraint qualification
The Constant Positive Linear Dependence (CPLD) condition for feasible points of nonlinear programming problems was introduced by Qi and Wei and used for the analysis of SQP methods. In the paper where the CPLD was introduced, the authors conjectured that this condition could be a constraint qualification. This conjecture is proved in the present paper. Moreover, it will be shown that the CPLD c...
متن کاملAugmented Lagrangian Algorithms under Constraint Partitioning
We present a novel constraint-partitioning approach for solving continuous nonlinear optimization based on augmented Lagrange method. In contrast to previous work, our approach is based on a new constraint partitioning theory and can handle global constraints. We employ a hyper-graph partitioning method to recognize the problem structure. We prove global convergence under assumptions that are m...
متن کاملVariational Conditions Under the Constant Rank Constraint Qualification
This paper studies solution properties of a parametric variational condition under the constant rank constraint qualification (CRCQ), and properties of its underlying set. We start by showing that if the CRCQ holds at a point in a fixed set, then there exists a one-to-one correspondence between the collection of nonempty faces of the normal cone to the set at that point and the collection of ac...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Mathematical Programming
سال: 2006
ISSN: 0025-5610,1436-4646
DOI: 10.1007/s10107-006-0077-1