Parametrizations of Kojima's system and relations to penalty and barrier functions

Fecha:	1997
Resumen:	We investigate two homotopies that perturb Kojima's system for describing critical points of a nonlinear optimization problem in finite dimension. Each of them characterizes stationary points of a usual penalty and a new "barrier" function. The latter is a continuous deformation of the objective, symmetric to the penalty from a formal point of view. Stationary points of these functions appear as perturbed critical points and vice versa. This permits new interpretations of the related solution methods and allows estimates of the solutions by using implicit function theorems for Lipschitzian equations. .
Derechos:	Tots els drets reservats.
Lengua:	Anglès
Documento:	Article ; recerca ; Versió publicada
Materia:	Optimality condition ; Kojima's system ; Homotopy ; Nonsmooth equation ; Solvability ; Lipschitz-continuity ; Penalty and barrier function
Publicado en:	Mathematical Programming, vol. 76 n. 3 (1997) p. 579-592, ISSN 0025-5610

14 p, 613.4 KB

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