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A Practical Optimality Condition Without Constraint Qualifications for Nonlinear Programming

Author

Listed:
  • J.M. Martínez

    (University of Campinas)

  • B.F. Svaiter

    (Institute of Pure and Applied Mathematics (IMPA), CNPq)

Abstract

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.

Suggested Citation

  • J.M. Martínez & B.F. Svaiter, 2003. "A Practical Optimality Condition Without Constraint Qualifications for Nonlinear Programming," Journal of Optimization Theory and Applications, Springer, vol. 118(1), pages 117-133, July.
    • Handle: RePEc:spr:joptap:v:118:y:2003:i:1:d:10.1023_a:1024791525441
    DOI: 10.1023/A:1024791525441
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    References listed on IDEAS

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    1. Roberto Andreani & José Mario Martı´nez, 2001. "On the solution of mathematical programming problems with equilibrium constraints," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 54(3), pages 345-358, December.
    2. J. M. Martínez & E. A. Pilotta, 2000. "Inexact-Restoration Algorithm for Constrained Optimization1," Journal of Optimization Theory and Applications, Springer, vol. 104(1), pages 135-163, January.
    3. G. Bigi & M. Pappalardo, 1999. "Regularity Conditions in Vector Optimization," Journal of Optimization Theory and Applications, Springer, vol. 102(1), pages 83-96, July.
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    Cited by:

    1. An, Kun & Lo, Hong K., 2014. "Ferry service network design with stochastic demand under user equilibrium flows," Transportation Research Part B: Methodological, Elsevier, vol. 66(C), pages 70-89.
    2. Nithirat Sisarat & Rabian Wangkeeree & Tamaki Tanaka, 2020. "Sequential characterizations of approximate solutions in convex vector optimization problems with set-valued maps," Journal of Global Optimization, Springer, vol. 77(2), pages 273-287, June.
    3. L. F. Bueno & G. Haeser & F. Lara & F. N. Rojas, 2020. "An Augmented Lagrangian method for quasi-equilibrium problems," Computational Optimization and Applications, Springer, vol. 76(3), pages 737-766, July.
    4. Ademir A. Ribeiro & Mael Sachine & Evelin H. M. Krulikovski, 2022. "A Comparative Study of Sequential Optimality Conditions for Mathematical Programs with Cardinality Constraints," Journal of Optimization Theory and Applications, Springer, vol. 192(3), pages 1067-1083, March.
    5. L. F. Bueno & G. Haeser & J. M. Martínez, 2015. "A Flexible Inexact-Restoration Method for Constrained Optimization," Journal of Optimization Theory and Applications, Springer, vol. 165(1), pages 188-208, April.
    6. Renan W. Prado & Sandra A. Santos & Lucas E. A. Simões, 2023. "On the Fulfillment of the Complementary Approximate Karush–Kuhn–Tucker Conditions and Algorithmic Applications," Journal of Optimization Theory and Applications, Springer, vol. 197(2), pages 705-736, May.
    7. R. Gárciga Otero & B. F. Svaiter, 2008. "New Condition Characterizing the Solutions of Variational Inequality Problems," Journal of Optimization Theory and Applications, Springer, vol. 137(1), pages 89-98, April.
    8. Roberto Andreani & José Mario Martínez & Alberto Ramos & Paulo J. S. Silva, 2018. "Strict Constraint Qualifications and Sequential Optimality Conditions for Constrained Optimization," Mathematics of Operations Research, INFORMS, vol. 43(3), pages 693-717, August.
    9. Juliano Francisco & J. Martínez & Leandro Martínez & Feodor Pisnitchenko, 2011. "Inexact restoration method for minimization problems arising in electronic structure calculations," Computational Optimization and Applications, Springer, vol. 50(3), pages 555-590, December.
    10. A. Pascoletti & P. Serafini, 2007. "Differential Conditions for Constrained Nonlinear Programming via Pareto Optimization," Journal of Optimization Theory and Applications, Springer, vol. 134(3), pages 399-411, September.
    11. R. Andreani & S. Castro & J. Chela & A. Friedlander & S. Santos, 2009. "An inexact-restoration method for nonlinear bilevel programming problems," Computational Optimization and Applications, Springer, vol. 43(3), pages 307-328, July.
    12. Hachem Slimani & Mohammed-Said Radjef, 2016. "Generalized Fritz John optimality in nonlinear programming in the presence of equality and inequality constraints," Operational Research, Springer, vol. 16(2), pages 349-364, July.
    13. Gabriel Haeser & María Laura Schuverdt, 2011. "On Approximate KKT Condition and its Extension to Continuous Variational Inequalities," Journal of Optimization Theory and Applications, Springer, vol. 149(3), pages 528-539, June.

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