Constrained optimization in simulation: efficient global optimization and Karush-Kuhn-Tucker conditions
نویسندگان
چکیده
منابع مشابه
Optimization Tutorial 2 : Newton ’ s Method , Karush - Kuhn - Tucker ( KKT ) Conditions 3 3 Constrained Optimization and KKT Optimality Conditions
In the first part of the tutorial, we introduced the problem of unconstrained optimization, provided necessary and sufficient conditions for optimality of a solution to this problem, and described the gradient descent method for finding a (locally) optimal solution to a given unconstrained optimization problem. We now describe another method for unconstrained optimization, namely Newton’s metho...
متن کاملStudying Maximum Information Leakage Using Karush-Kuhn-Tucker Conditions
When studying the information leakage in programs or protocols, a natural question arises: “what is the worst case scenario?”. This problem of identifying the maximal leakage can be seen as a channel capacity problem in the information theoretical sense. In this paper, by combining two powerful theories: Information Theory and Karush–Kuhn–Tucker conditions, we demonstrate a very general solutio...
متن کاملOn Karush-kuhn-tucker Points for a Smoothing Method in Semi-infinite Optimization *1)
We study the smoothing method for the solution of generalized semi-infinite optimization problems from (O. Stein, G. Still: Solving semi-infinite optimization problems with interior point techniques, SIAM J. Control Optim., 42(2003), pp. 769–788). It is shown that Karush-Kuhn-Tucker points of the smoothed problems do not necessarily converge to a Karush-Kuhn-Tucker point of the original problem...
متن کاملKarush-Kuhn-Tucker Optimality Based Local Search for Enhanced Convergence of Evolutionary Multi-Criterion Optimization Methods
Recent studies have used Karush-Kuhn-Tucker (KKT) optimality conditions to develop a KKT ProximityMeasure (KKTPM) for terminating amulti-objective optimization simulation run based on theoretical convergence of solutions. In addition to determining a suitable termination condition and due to their ability to provide a single measure for convergence to Pareto-optimal solutions, the developed KKT...
متن کاملDuality and the “ convex ” Karush - Kuhn - Tucker theorem ∗ Erik
Our approach to the Karush-Kuhn-Tucker theorem in [OSC] was entirely based on subdifferential calculus (essentially, it was an outgrowth of the two subdifferential calculus rules contained in the Fenchel-Moreau and Dubovitskii-Milyutin theorems, i.e., Theorems 2.9 and 2.17 of [OSC]). On the other hand, Proposition B.4(v) in [OSC] gives an intimate connection between the subdifferential of a fun...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Social Science Research Network
سال: 2021
ISSN: ['1556-5068']
DOI: https://doi.org/10.2139/ssrn.3958881