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Russian Universities Reports. Mathematics, 2022, Volume 27, Issue 140, Pages 351–374
DOI: https://doi.org/10.20310/2686-9667-2022-27-140-351-374
(Mi vtamu271)
 

Scientific articles

On regularization of the nondifferential Kuhn–Tucker theorem in a nonlinear problem for constrained extremum

M. I. Suminab

a Lobachevskii Nizhnii Novgorod State University
b Derzhavin Tambov State University
References:
Abstract: We consider a regular parametric nonlinear (nonconvex) problem for constrained extremum with an operator equality constraint and a finite number of functional inequality constraints. The constraints of the problem contain additive parameters, which makes it possible to use the apparatus of the “nonlinear” perturbation method for its study. The set of admissible elements of the problem is a complete metric space, and the problem itself may not have a solution. The regularity of the problem is understood in the sense that it has a generalized Kuhn–Tucker vector. Within the framework of the ideology of the Lagrange multiplier method, a regularized nondifferential Kuhn–Tucker theorem is formulated and proved, the main purpose of which is the stable generation of generalized minimizing sequences in the problem under consideration. These minimizing sequences are constructed from subminimals (minimals) of the modified Lagrange function taken at the values of the dual variable generated by the corresponding regularization procedure for the dual problem. The construction of the modified Lagrange function is a direct consequence of the subdifferential properties of a lower semicontinuous and, generally speaking, nonconvex value function as a function of the problem parameters. The regularized Kuhn–Tucker theorem “overcomes” the instability properties of its classical counterpart, is a regularizing algorithm, and serves as a theoretical basis for creating algorithms of practical solving problems for constrained extremum.
Keywords: constrained extremum, nonlinear parametric problem, operator constraint, nondifferential Kuhn–Tucker theorem, perturbation method, value function, proximal subgradient, ill-posed problem, dual regularization, generalized minimizing sequence, modified Lagrange function.
Funding agency Grant number
Russian Foundation for Basic Research 20-01-00199_а
The work is partially supported by the Russian Foundation for Basic Research (project no. 20-01-00199_a).
Received: 21.08.2022
Accepted: 24.11.2022
Document Type: Article
UDC: 517.9
Language: Russian
Citation: M. I. Sumin, “On regularization of the nondifferential Kuhn–Tucker theorem in a nonlinear problem for constrained extremum”, Russian Universities Reports. Mathematics, 27:140 (2022), 351–374
Citation in format AMSBIB
\Bibitem{Sum22}
\by M.~I.~Sumin
\paper On regularization of the nondifferential Kuhn--Tucker theorem in a nonlinear problem for constrained extremum
\jour Russian Universities Reports. Mathematics
\yr 2022
\vol 27
\issue 140
\pages 351--374
\mathnet{http://mi.mathnet.ru/vtamu271}
\crossref{https://doi.org/10.20310/2686-9667-2022-27-140-351-374}
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