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

Research output: Contribution to journalResearch articleContributedpeer-review

Contributors

  • Francisco Facchinei - , University of Rome La Sapienza (Author)
  • Andreas Fischer - , Dortmund University of Technology (Author)
  • Christian Kanzow - , University of Hamburg (Author)
  • Ji-Ming Peng - (Author)

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

Original languageEnglish
Pages (from-to)19-37
Number of pages19
JournalApplied Mathematics and Optimization
Volume40
Publication statusPublished - 1999
Peer-reviewedYes
Externally publishedYes

External IDs

Scopus 0032649801

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