CONSTANT RANK CONSTRAINT QUALIFICATIONS: A GEOMETRIC INTRODUCTION

Pesquisa Operacional

Roberto Andreani¹  Paulo J.s. Silva¹ 

关键词: constraint qualifications;    error bound;    algorithmic convergence;   

DOI  :  10.1590/0101-7438.2014.034.03.0481

来源: SciELO

【 摘 要 】

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.

【 授权许可】

CC BY   
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