CONSTANT RANK CONSTRAINT QUALIFICATIONS: A GEOMETRIC INTRODUCTION

Detalhes bibliográficos
Autor(a) principal: Andreani,Roberto
Data de Publicação: 2014
Outros Autores: Silva,Paulo J.S.
Tipo de documento: Artigo
Idioma: eng
Título da fonte: Pesquisa operacional (Online)
Texto Completo: http://old.scielo.br/scielo.php?script=sci_arttext&pid=S0101-74382014000300481
Resumo: Constraint qualifications (CQ) are assumptions on the algebraic description of the feasible set of an optimization problem that ensure that the KKT conditions hold at any local minimum. In this work we show that constraint qualifications based on the notion of constant rank can be understood as assumptions that ensure that the polar of the linear approximation of the tangent cone, generated by the active gradients, retains it geometric structure locally.
id SOBRAPO-1_a0ed5fa83d9efcee37c4029cdfa9c383
oai_identifier_str oai:scielo:S0101-74382014000300481
network_acronym_str SOBRAPO-1
network_name_str Pesquisa operacional (Online)
repository_id_str
spelling CONSTANT RANK CONSTRAINT QUALIFICATIONS: A GEOMETRIC INTRODUCTIONconstraint qualificationserror boundalgorithmic convergenceConstraint qualifications (CQ) are assumptions on the algebraic description of the feasible set of an optimization problem that ensure that the KKT conditions hold at any local minimum. In this work we show that constraint qualifications based on the notion of constant rank can be understood as assumptions that ensure that the polar of the linear approximation of the tangent cone, generated by the active gradients, retains it geometric structure locally.Sociedade Brasileira de Pesquisa Operacional2014-12-01info:eu-repo/semantics/articleinfo:eu-repo/semantics/publishedVersiontext/htmlhttp://old.scielo.br/scielo.php?script=sci_arttext&pid=S0101-74382014000300481Pesquisa Operacional v.34 n.3 2014reponame:Pesquisa operacional (Online)instname:Sociedade Brasileira de Pesquisa Operacional (SOBRAPO)instacron:SOBRAPO10.1590/0101-7438.2014.034.03.0481info:eu-repo/semantics/openAccessAndreani,RobertoSilva,Paulo J.S.eng2014-11-12T00:00:00Zoai:scielo:S0101-74382014000300481Revistahttp://www.scielo.br/popehttps://old.scielo.br/oai/scielo-oai.php||sobrapo@sobrapo.org.br1678-51420101-7438opendoar:2014-11-12T00:00Pesquisa operacional (Online) - Sociedade Brasileira de Pesquisa Operacional (SOBRAPO)false
dc.title.none.fl_str_mv CONSTANT RANK CONSTRAINT QUALIFICATIONS: A GEOMETRIC INTRODUCTION
title CONSTANT RANK CONSTRAINT QUALIFICATIONS: A GEOMETRIC INTRODUCTION
spellingShingle CONSTANT RANK CONSTRAINT QUALIFICATIONS: A GEOMETRIC INTRODUCTION
Andreani,Roberto
constraint qualifications
error bound
algorithmic convergence
title_short CONSTANT RANK CONSTRAINT QUALIFICATIONS: A GEOMETRIC INTRODUCTION
title_full CONSTANT RANK CONSTRAINT QUALIFICATIONS: A GEOMETRIC INTRODUCTION
title_fullStr CONSTANT RANK CONSTRAINT QUALIFICATIONS: A GEOMETRIC INTRODUCTION
title_full_unstemmed CONSTANT RANK CONSTRAINT QUALIFICATIONS: A GEOMETRIC INTRODUCTION
title_sort CONSTANT RANK CONSTRAINT QUALIFICATIONS: A GEOMETRIC INTRODUCTION
author Andreani,Roberto
author_facet Andreani,Roberto
Silva,Paulo J.S.
author_role author
author2 Silva,Paulo J.S.
author2_role author
dc.contributor.author.fl_str_mv Andreani,Roberto
Silva,Paulo J.S.
dc.subject.por.fl_str_mv constraint qualifications
error bound
algorithmic convergence
topic constraint qualifications
error bound
algorithmic convergence
description Constraint qualifications (CQ) are assumptions on the algebraic description of the feasible set of an optimization problem that ensure that the KKT conditions hold at any local minimum. In this work we show that constraint qualifications based on the notion of constant rank can be understood as assumptions that ensure that the polar of the linear approximation of the tangent cone, generated by the active gradients, retains it geometric structure locally.
publishDate 2014
dc.date.none.fl_str_mv 2014-12-01
dc.type.driver.fl_str_mv info:eu-repo/semantics/article
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
format article
status_str publishedVersion
dc.identifier.uri.fl_str_mv http://old.scielo.br/scielo.php?script=sci_arttext&pid=S0101-74382014000300481
url http://old.scielo.br/scielo.php?script=sci_arttext&pid=S0101-74382014000300481
dc.language.iso.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv 10.1590/0101-7438.2014.034.03.0481
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv text/html
dc.publisher.none.fl_str_mv Sociedade Brasileira de Pesquisa Operacional
publisher.none.fl_str_mv Sociedade Brasileira de Pesquisa Operacional
dc.source.none.fl_str_mv Pesquisa Operacional v.34 n.3 2014
reponame:Pesquisa operacional (Online)
instname:Sociedade Brasileira de Pesquisa Operacional (SOBRAPO)
instacron:SOBRAPO
instname_str Sociedade Brasileira de Pesquisa Operacional (SOBRAPO)
instacron_str SOBRAPO
institution SOBRAPO
reponame_str Pesquisa operacional (Online)
collection Pesquisa operacional (Online)
repository.name.fl_str_mv Pesquisa operacional (Online) - Sociedade Brasileira de Pesquisa Operacional (SOBRAPO)
repository.mail.fl_str_mv ||sobrapo@sobrapo.org.br
_version_ 1750318017764392960

Registros relacionados