نتایج جستجو برای: شرایط kkt

تعداد نتایج: 109261  

2007
Jane J. Ye Soon-Yi Wu E. Polak

In this paper we study first order optimality conditions for the class of generalized semi-infinite programming problems (GSIPs). We extend various wellknown constraint qualifications for finite programming problems to GSIPs and analyze the extent to which a corresponding Karush-Kuhn-Tucker (KKT) condition depends on these extensions. It is shown that in general the KKT condition for GSIPs take...

2011
Do Sang Kim Quang Son Jen Chih Yao

Approximate optimality conditions for a class of nonconvex semi-infinite programs involving support functions are given. The objective function and the constraint functions are locally Lipschitz functions on n . By using a Karush-Kuhn-Tucker KKT condition, we deduce a necessary optimality condition for local approximate solutions. Then, generalized KKT conditions for the problems are proposed. ...

2001
John C. Haws Carl D. Meyer C. D. MEYER

Standard preconditioners, such as ILU factorizations, often break down in construction for KKT matrices. We compare several approaches for preconditioning KKT systems. The first applies a constraint preconditioner by incorporating robust factored approximations of (BB ) and BB , where B is the (2,1) block of the KKT matrix. In the second approach, we apply permutations and scalings that maximiz...

Journal: :SIAM Journal on Optimization 2017
Chao Ding Defeng Sun Liwei Zhang

This paper is devoted to studying the robust isolated calmness of the Karush– Kuhn–Tucker (KKT) solution mapping for a large class of interesting conic programming problems (including most commonly known ones arising from applications) at a locally optimal solution. Under the Robinson constraint qualification, we show that the KKT solution mapping is robustly isolated calm if and only if both t...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه بوعلی سینا - دانشکده علوم پایه 1391

در این پایان نامه، اولین زمان چندجمله ای برا محاسبه دقیق یک تعدیل برای حالت سود خطی از مدل بازار تعریف شده توسط فیشر ارایه می شود. این الگوریتم نمونه ی پرایمال-دوآل بعلاوه نمایشی از شرایط kkt و برنامه های محدب را استفاده می کند. در این تحقیق دو الگوریتم ارایه می شود که اولی زمان اجرای چندجمله ای ندارد و دومی دارای زمان اجرای چند جمله ای است.

Journal: :SIAM Journal on Optimization 2000
Liqun Qi Zengxin Wei

In this paper, we introduce a constant positive linear dependence condition (CPLD), which is weaker than the Mangasarian–Fromovitz constraint qualification (MFCQ) and the constant rank constraint qualification (CRCQ). We show that a limit point of a sequence of approximating Karush–Kuhn–Tucker (KKT) points is a KKT point if the CPLD holds there. We show that a KKT point satisfying the CPLD and ...

Journal: :SIAM Journal on Optimization 1998
Francisco Facchinei Andreas Fischer Christian Kanzow

Variational inequalities over sets defined by systems of equalities and inequalities are considered. A new reformulation of the KKT-conditions of the variational inequality as a system of equations is proposed. A related unconstrained minimization reformulation is also investigated. As a by-product of the analysis, a new characterization of strong regularity of KKT-points is given.

2003
Zeng-tai Gong Hong-xia Li

The Karush–Kuhn–Tucker (KKT) optimality conditions and saddle point optimality conditions in fuzzy programming problems have been studied in literature by various authors under different conditions. In this paper, by considering a partial order relation on the set of fuzzy numbers, and convexity with differentiability of fuzzy mappings, we have obtained the Fritz John (FJ) constraint qualificat...

Journal: :Math. Program. 2008
Roberto Andreani Ernesto G. Birgin José Mario Martínez María Laura Schuverdt

Two Augmented Lagrangian algorithms for solving KKT systems are introduced. The algorithms differ in the way in which penalty parameters are updated. Possibly infeasible accumulation points are characterized. It is proved that feasible limit points that satisfy the Constant Positive Linear Dependence constraint qualification are KKT solutions. Boundedness of the penalty parameters is proved und...

نمودار تعداد نتایج جستجو در هر سال

با کلیک روی نمودار نتایج را به سال انتشار فیلتر کنید