On Approximate KKT Condition and its Extension to Continuous Variational Inequalities

作者: Gabriel Haeser , María Laura Schuverdt

DOI: 10.1007/S10957-011-9802-X

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摘要: In this work, we introduce a necessary sequential Approximate-Karush-Kuhn-Tucker (AKKT) condition for point to be solution of continuous variational inequality, and prove its relation with the Approximate Gradient Projection (AGP) Garciga-Otero Svaiter. We also that slight variation AKKT is sufficient convex problem, either inequalities or optimization. Sequential conditions are more suitable iterative methods than usual punctual relying on constraint qualifications. The property holds at independently fulfillment qualification, but when weak one holds, can guarantee validity KKT conditions.

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