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NEW CONSTRAINT QUALIFICATIONS FOR OPTIMIZATION PROBLEMS IN BANACH SPACES BASED ON ASYMPTOTIC KKT CONDITIONS.

Authors :
BÖRGENS, EIKE
KANZOW, CHRISTIAN
MEHLITZ, PATRICK
WACHSMUTH, GERD
Source :
SIAM Journal on Optimization; 2020, Vol. 30 Issue 4, p2956-2982, 27p
Publication Year :
2020

Abstract

Optimization theory in Banach spaces suffers from a lack of available constraint qualifications. There exist very few constraint qualifications, and these are often violated even in simple applications. This is very much in contrast to finite-dimensional nonlinear programs, where a large number of constraint qualifications is known. Since these constraint qualifications are usually defined using the set of active inequality constraints, it is difficult to extend them to the infinite-dimensional setting. One exception is a recently introduced sequential constraint qualification based on asymptotic KKT conditions. This paper shows that this so-called asymptotic KKT regularity allows suitable extensions to the Banach space setting in order to obtain new constraint qualifications. The relation of these new constraint qualifications to existing ones is discussed in detail. Their usefulness is also shown by several examples as well as an algorithmic application to the class of augmented Lagrangian methods. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
10526234
Volume :
30
Issue :
4
Database :
Complementary Index
Journal :
SIAM Journal on Optimization
Publication Type :
Academic Journal
Accession number :
148458045
Full Text :
https://doi.org/10.1137/19M1306804