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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
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.
Received: 21.08.2022 Accepted: 24.11.2022
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
Linking options:
https://www.mathnet.ru/eng/vtamu271 https://www.mathnet.ru/eng/vtamu/v27/i140/p351
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Abstract page: | 110 | Full-text PDF : | 18 | References: | 19 |
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