An infeasibility certificate for nonlinear programming based on Pareto criticality condition

作     者：Muhammad, Shakoor Coelho, Vitor N. Guimaraes, Frederico Gadelha Takahashi, Ricardo H. C. 

作者机构：Univ Fed Minas Gerais Grad Program Elect Engn Av Antonio Carlos 6627 BR-31270901 Belo Horizonte MG Brazil Univ Fed Minas Gerais Dept Elect Engn Belo Horizonte MG Brazil Univ Fed Minas Gerais Dept Math Belo Horizonte MG Brazil 

出 版 物：《OPERATIONS RESEARCH LETTERS》 (运筹学快报)

年 卷 期：2016年第44卷第3期

页      面：302-306页

核心收录：

学科分类：1201[管理学-管理科学与工程(可授管理学、工学学位)] 07[理学] 070104[理学-应用数学] 0701[理学-数学] 

基　　金：Brazilian agency CNPq Brazilian agency CAPES 

主　　题：Nonlinear programming Pareto-optimality Infeasibility certificate 

摘      要：This paper proposes a new necessary condition for the infeasibility of nonlinear optimization problems, that becomes also sufficient under a convexity assumption, which is stated as a Pareto-criticality condition of an auxiliary multi-objective optimization problem. This condition is evaluated in a search that either leads to a feasible point or to a point at which the infeasibility conditions hold. The resulting infeasibility certificate has global validity in convex problems and has at least a local meaning in generic nonlinear problems. (C) 2016 Elsevier B.V. All rights reserved.