Stability in the presence of degeneracy and error estimation

被引：53

作者：

Hager, WW ^{[1
]}

Gowda, MS

机构：

[1] Univ Florida, Dept Math, Gainesville, FL 32611 USA

[2] Univ Maryland Baltimore Cty, Dept Math & Stat, Baltimore, MD 21250 USA

来源：

MATHEMATICAL PROGRAMMING | 1999年 / 85卷 / 01期

关键词：

stability analysis; perturbation theory; degenerate optimization; error estimation; quadratic program stability; merit functions;

D O I：

10.1007/s101070050051

中图分类号：

TP31 [计算机软件];

学科分类号：

081202 ; 0835 ;

摘要：

Given an approximation to a local minimizer to a nonlinear optimization problem and to associated multipliers, we obtain a tight error estimate in terms of the violation of the first-order conditions. Our results apply to degenerate optimization problems where independence of the active constraint gradients and strict complementarity can be violated.

引用

页码：181 / 192

页数：12

共 16 条

[11]

ROBINSON SM, 1982, MATH PROGRAM STUD, V19, P200, DOI 10.1007/BFb0120989

[12] STRONGLY REGULAR GENERALIZED EQUATIONS [J].