Abstract
In this paper, we study KKT optimality conditions for constrained nonlinear programming problems and strong and Mordukhovich stationarities for mathematical programs with complementarity constraints using lp penalty functions, with 0 < p < 1. We introduce some optimality indication sets by using contingent derivatives of penalty function terms. Some characterizations of optimality indication sets are obtained by virtue of the original problem data. We show that the KKT optimality condition holds at a feasible point if this point is a local minimizer of some lp penalty function with p belonging to the optimality indication set. Our result on constrained nonlinear programming includes some existing results from the literature as special cases.
Original language | English |
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Pages (from-to) | 3208-3231 |
Number of pages | 24 |
Journal | SIAM Journal on Optimization |
Volume | 20 |
Issue number | 6 |
DOIs | |
Publication status | Published - 1 Dec 2010 |
Keywords
- Exact penalty function
- KKT optimality condition
- Mathematical programs with complementarity constraints
- Mordukhovich stationarity
- Nonlinear programming problem
- Strong stationarity
ASJC Scopus subject areas
- Theoretical Computer Science
- Software