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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 2007, Volume 47, Number 4, Pages 555–577 (Mi zvmmf297)  

This article is cited in 7 scientific papers (total in 7 papers)

Sensitivity of solutions to systems of optimality conditions under the violation of constraint qualifications

A. F. Izmailov

Faculty of Computational Mathematics and Cybernetics, Moscow State University, Leninskie gory, Moscow, 119992, Russia
References:
Abstract: A survey is given of old and new results on the sensitivity of solutions to systems of optimality conditions with respect to parametric perturbations. Results of this kind play a key role in subtle convergence analysis of various constrained optimization algorithms. General systems of optimality conditions for problems with abstract constraints, Karush–Kuhn–Tucker systems for mathematical programs, and Lagrange systems for problems with equality constraints are examined. Special attention is given to the cases where the traditional constraint qualifications are violated.
Key words: optimality conditions, Karush–Kuhn–Tucker system, Lagrange system, stability, sensitivity, constraint qualification.
Received: 25.10.2006
English version:
Computational Mathematics and Mathematical Physics, 2007, Volume 47, Issue 4, Pages 533–554
DOI: https://doi.org/10.1134/S096554250704001X
Bibliographic databases:
Document Type: Article
UDC: 519.626.2
Language: Russian
Citation: A. F. Izmailov, “Sensitivity of solutions to systems of optimality conditions under the violation of constraint qualifications”, Zh. Vychisl. Mat. Mat. Fiz., 47:4 (2007), 555–577; Comput. Math. Math. Phys., 47:4 (2007), 533–554
Citation in format AMSBIB
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\paper Sensitivity of solutions to systems of optimality conditions under the violation of constraint qualifications
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\pages 555--577
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\transl
\jour Comput. Math. Math. Phys.
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\vol 47
\issue 4
\pages 533--554
\crossref{https://doi.org/10.1134/S096554250704001X}
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\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-34248205590}
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  • https://www.mathnet.ru/eng/zvmmf297
  • https://www.mathnet.ru/eng/zvmmf/v47/i4/p555
  • This publication is cited in the following 7 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Журнал вычислительной математики и математической физики Computational Mathematics and Mathematical Physics
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    Full-text PDF :167
    References:50
    First page:1
     
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