A simply constrained optimization reformulation of KKT systems arising from variational inequalities

Publikation: Beitrag in FachzeitschriftForschungsartikelBeigetragenBegutachtung

Beitragende

  • Francisco Facchinei - , University of Rome La Sapienza (Autor:in)
  • Andreas Fischer - , Technische Universität (TU) Dortmund (Autor:in)
  • Christian Kanzow - , Universität Hamburg (Autor:in)
  • Ji-Ming Peng - (Autor:in)

Abstract

The Karush–Kuhn–Tucker (KKT) conditions can be regarded as optimality conditions for both variational inequalities and constrained optimizationproblems. In order to overcome some drawbacks of recently proposed reformulations of KKT systems, we propose casting KKT systems as a minimization problemwith nonnegativity constraints on some of the variables. We prove that, under fairlymild assumptions, every stationary point of this constrained minimization problemis a solution of the KKT conditions. Based on this reformulation, a new algorithmfor the solution of the KKT conditions is suggested and shown to have some strongglobal and local convergence properties.

Details

OriginalspracheEnglisch
Seiten (von - bis)19-37
Seitenumfang19
FachzeitschriftApplied Mathematics and Optimization
Jahrgang40
PublikationsstatusVeröffentlicht - 1999
Peer-Review-StatusJa
Extern publiziertJa

Externe IDs

Scopus 0032649801

Schlagworte

DFG-Fachsystematik nach Fachkollegium

Fächergruppen, Lehr- und Forschungsbereiche, Fachgebiete nach Destatis

Bibliotheksschlagworte