A note on the KL property of the augmented Lagrangian for conic programming

The relationship between the Kurdyka-Łojasiewicz (KL) property of the augmented Lagrangian for conic programming and various calmness conditions of its perturbed Karush-Kuhn-Tucker (KKT) system solution mapping is studied in this paper. We establish equivalences among calmness conditions —specifically calmness, semi-isolated calmness, and isolated calmness—between the perturbed KKT system solution mapping and the inverse of the subdifferential of the augmented Lagrangian. Under certain conditions, we demonstrate that calmness of the perturbed KKT system solution mapping implies the KL property of its augmented Lagrangian with an exponent of 1/2 at KKT points. Moreover, both semi-isolated calmness and isolated calmness of the KKT system solution mapping directly imply that the augmented Lagrangian satisfies the KL property with an exponent of 1/2 at KKT points. These results provide several approaches to determine the KL property of the augmented Lagrangian at KKT points, and their application is illustrated through examples.

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Publication Details

Journal
Journal of Industrial and Management Optimization
Published
2024-11-27
DOI
https://doi.org/10.3934/jimo.2024178
Primary Topic
Optimization and Variational Analysis
Type
article
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article

A note on the KL property of the augmented Lagrangian for conic programming

Jia Wu, Yi Zhang
Journal of Industrial and Management Optimization
Optimization and Variational Analysis
article

A note on the KL property of the augmented Lagrangian for conic programming

Jia Wu, Yi Zhang
article en

Abstract

The relationship between the Kurdyka-Łojasiewicz (KL) property of the augmented Lagrangian for conic programming and various calmness conditions of its perturbed Karush-Kuhn-Tucker (KKT) system solution mapping is studied in this paper. We establish equivalences among calmness conditions —specifically calmness, semi-isolated calmness, and isolated calmness—between the perturbed KKT system solution mapping and the inverse of the subdifferential of the augmented Lagrangian. Under certain conditions, we demonstrate that calmness of the perturbed KKT system solution mapping implies the KL property of its augmented Lagrangian with an exponent of 1/2 at KKT points. Moreover, both semi-isolated calmness and isolated calmness of the KKT system solution mapping directly imply that the augmented Lagrangian satisfies the KL property with an exponent of 1/2 at KKT points. These results provide several approaches to determine the KL property of the augmented Lagrangian at KKT points, and their application is illustrated through examples.

Journal of Industrial and Management OptimizationVol. 21(4)
East China University of Science and Technology (CN)
Openalex Percentile: Top 74%
Optimization and Variational Analysis
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A note on the KL property of the augmented Lagrangian for conic programming — Jia Wu, Yi Zhang · Journal of Industrial and Management Optimization (2024) | TGRS Research Map | TGRS