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

Date: 1997
Abstract: 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. .
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Language: Anglès
Document: Article ; recerca ; Versió publicada
Subject: Optimality condition ; Kojima's system ; Homotopy ; Nonsmooth equation ; Solvability ; Lipschitz-continuity ; Penalty and barrier function
Published in: Mathematical Programming, vol. 76 n. 3 (1997) p. 579-592, ISSN 0025-5610



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 Record created 2006-03-13, last modified 2024-12-07



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