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On Approximate KKT Condition and its Extension to Continuous Variational Inequalities

Author

Listed:
  • Gabriel Haeser

    (University of São Paulo
    Federal University of São Paulo)

  • María Laura Schuverdt

    (University of La Plata, CP 172)

Abstract

In this work, we introduce a necessary sequential Approximate-Karush-Kuhn-Tucker (AKKT) condition for a point to be a solution of a continuous variational inequality, and we prove its relation with the Approximate Gradient Projection condition (AGP) of Gárciga-Otero and Svaiter. We also prove that a slight variation of the AKKT condition is sufficient for a convex problem, either for variational inequalities or optimization. Sequential necessary conditions are more suitable to iterative methods than usual punctual conditions relying on constraint qualifications. The AKKT property holds at a solution independently of the fulfillment of a constraint qualification, but when a weak one holds, we can guarantee the validity of the KKT conditions.

Suggested Citation

  • 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.
    • Handle: RePEc:spr:joptap:v:149:y:2011:i:3:d:10.1007_s10957-011-9802-x
    DOI: 10.1007/s10957-011-9802-x
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    References listed on IDEAS

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    1. R. Andreani & J. M. Martinez & M. L. Schuverdt, 2005. "On the Relation between Constant Positive Linear Dependence Condition and Quasinormality Constraint Qualification," Journal of Optimization Theory and Applications, Springer, vol. 125(2), pages 473-483, May.
    2. A. Moldovan & L. Pellegrini, 2009. "On Regularity for Constrained Extremum Problems. Part 1: Sufficient Optimality Conditions," Journal of Optimization Theory and Applications, Springer, vol. 142(1), pages 147-163, July.
    3. A. Moldovan & L. Pellegrini, 2009. "On Regularity for Constrained Extremum Problems. Part 2: Necessary Optimality Conditions," Journal of Optimization Theory and Applications, Springer, vol. 142(1), pages 165-183, July.
    4. 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.
    5. 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.
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    Citations

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    Cited by:

    1. Giorgio Giorgi & Bienvenido Jiménez & Vicente Novo, 2014. "Some Notes on Approximate Optimality Conditions in Scalar and Vector Optimization Problems," DEM Working Papers Series 095, University of Pavia, Department of Economics and Management.
    2. Giorgio Giorgi & Bienvenido Jiménez & Vicente Novo, 2016. "Approximate Karush–Kuhn–Tucker Condition in Multiobjective Optimization," Journal of Optimization Theory and Applications, Springer, vol. 171(1), pages 70-89, October.
    3. M. D. Sánchez & M. L. Schuverdt, 2019. "A second-order convergence augmented Lagrangian method using non-quadratic penalty functions," OPSEARCH, Springer;Operational Research Society of India, vol. 56(2), pages 390-408, June.
    4. Roberto Andreani & Ellen H. Fukuda & Gabriel Haeser & Daiana O. Santos & Leonardo D. Secchin, 2024. "Optimality Conditions for Nonlinear Second-Order Cone Programming and Symmetric Cone Programming," Journal of Optimization Theory and Applications, Springer, vol. 200(1), pages 1-33, January.
    5. G. L. Yi & Y. K. Sui, 2016. "An Adaptive Approach to Adjust Constraint Bounds and its Application in Structural Topology Optimization," Journal of Optimization Theory and Applications, Springer, vol. 169(2), pages 656-670, May.
    6. 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.
    7. Min Feng & Shengjie Li, 2018. "An approximate strong KKT condition for multiobjective optimization," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 26(3), pages 489-509, October.
    8. R. Andreani & E. H. Fukuda & G. Haeser & D. O. Santos & L. D. Secchin, 2021. "On the use of Jordan Algebras for improving global convergence of an Augmented Lagrangian method in nonlinear semidefinite programming," Computational Optimization and Applications, Springer, vol. 79(3), pages 633-648, July.

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