A relaxed constant positive linear dependence constraint qualification and applications

被引:118
作者
Andreani, Roberto [4 ]
Haeser, Gabriel [3 ]
Laura Schuverdt, Maria [2 ]
Silva, Paulo J. S. [1 ]
机构
[1] Univ Sao Paulo, Inst Math & Stat, Sao Paulo, Brazil
[2] Univ La Plata, FCE, Dept Math, CONICET, RA-1900 La Plata, Bs As, Argentina
[3] Univ Fed Sao Paulo, Inst Sci & Technol, Sao Jose Dos Campos, SP, Brazil
[4] Univ Estadual Campinas, Inst Math Stat & Sci Comp, Dept Appl Math, Campinas, SP, Brazil
基金
巴西圣保罗研究基金会;
关键词
Nonlinear programming; Constraint qualifications; Augmented Lagrangian; Error bound property; AUGMENTED LAGRANGIAN-METHODS;
D O I
10.1007/s10107-011-0456-0
中图分类号
TP31 [计算机软件];
学科分类号
081202 ; 0835 ;
摘要
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 by Minchenko and Stakhovski that was called RCRCQ. We show that RCPLD is enough to ensure the convergence of an augmented Lagrangian algorithm and that it asserts the validity of an error bound. We also provide proofs and counter-examples that show the relations of RCRCQ and RCPLD with other known constraint qualifications. In particular, RCPLD is strictly weaker than CPLD and RCRCQ, while still stronger than Abadie's constraint qualification. We also verify that the second order necessary optimality condition holds under RCRCQ.
引用
收藏
页码:255 / 273
页数:19
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