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On the Fulfillment of the Complementary Approximate Karush–Kuhn–Tucker Conditions and Algorithmic Applications

Author

Listed:
  • Renan W. Prado

    (University of Campinas)

  • Sandra A. Santos

    (University of Campinas)

  • Lucas E. A. Simões

    (University of Campinas)

Abstract

Focusing on smooth constrained optimization problems, and inspired by the complementary approximate Karush–Kuhn–Tucker (CAKKT) conditions, this work introduces the weighted complementary approximate Karush–Kuhn–Tucker (WCAKKT) conditions. They are shown to be verified by limit points generated not only by safeguarded augmented Lagrangian methods, but also by inexact restoration methods, inverse and logarithmic barrier methods, and a penalized algorithm for constrained nonsmooth optimization. Under the analyticity of the feasible set description, and resting upon a desingularization result, the new conditions are proved to be equivalent to the CAKKT conditions. The WCAKKT conditions capture the algebraic elements of the desingularization result needed to characterize CAKKT sequences using a weighted complementarity condition that asymptotically sums zero. Due to its generality and strength, the new condition may help to enlighten the practical performance of algorithms in generating CAKKT sequences.

Suggested Citation

  • 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.
    • Handle: RePEc:spr:joptap:v:197:y:2023:i:2:d:10.1007_s10957-023-02189-1
    DOI: 10.1007/s10957-023-02189-1
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    References listed on IDEAS

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    1. 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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    5. 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.
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