当前位置: X-MOL 学术SIAM J. Optim. › 论文详情
Our official English website, www.x-mol.net, welcomes your feedback! (Note: you will need to create a separate account there.)
A New Sequential Optimality Condition for Constrained Nonsmooth Optimization
SIAM Journal on Optimization ( IF 3.1 ) Pub Date : 2020-06-16 , DOI: 10.1137/18m1228608
Elias S. Helou , Sandra A. Santos , Lucas E. A. Simo͂es

SIAM Journal on Optimization, Volume 30, Issue 2, Page 1610-1637, January 2020.
We introduce a sequential optimality condition for locally Lipschitz constrained nonsmooth optimization, verifiable just using derivative information, and which holds even in the absence of any constraint qualification. We present a practical algorithm that generates iterates either fulfilling the new necessary optimality condition or converging to stationary points of the infeasibility measure. A main feature of the devised algorithm is to allow a stronger control over the infeasibility of the iterates than usually obtained by exact penalty strategies, ensuring theoretical and practical advantages. Illustrative numerical experiments highlight the potentialities of the algorithm.


中文翻译:

约束非光滑优化的新的序列最优性条件

SIAM优化杂志,第30卷,第2期,第1610-1637页,2020年1月。
我们为局部Lipschitz约束的非光滑优化引入了顺序最优性条件,可仅使用导数信息进行验证,即使没有任何约束条件,该条件也成立。我们提出了一种实用的算法,该算法生成满足新的必要最优性条件或收敛到不可行度量的固定点的迭代。所设计算法的主要特征是,与通常通过精确惩罚策略获得的结果相比,可以更好地控制迭代的不可行性,从而确保了理论和实践上的优势。说明性的数值实验突出了该算法的潜力。
更新日期:2020-07-23
down
wechat
bug