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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 2007, Volume 47, Number 4, Pages 555–577
(Mi zvmmf297)
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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
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
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
Linking options:
https://www.mathnet.ru/eng/zvmmf297 https://www.mathnet.ru/eng/zvmmf/v47/i4/p555
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Abstract page: | 305 | Full-text PDF : | 167 | References: | 50 | First page: | 1 |
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