نتایج جستجو برای: شرایط kkt

تعداد نتایج: 109261  

2017
Ying Cui Daniel J. Epstein

In this paper, we provide a complete characterization of the robust isolated calmness of the KarushKuhn-Tucker (KKT) solution mapping for convex constrained optimization problems regularized by the nuclear norm function. This study is motivated by the recent work in [8], where the authors show that under the Robinson constraint qualification at a local optimal solution, the KKT solution mapping...

1999
Houduo Qi Liqun Qi Defeng Sun

In this paper, we propose a trust region method for solving KKT systems arising from the variational inequality problem and the constrained optimization problem. The trust region subproblem is derived from reformulation of the KKT system as a constrained optimization problem and is solved by the truncated conjugate gradient method; meanwhile the variables remain feasible with respect to the con...

Journal: :International Journal of Computer Applications 2018

Journal: :Math. Program. Comput. 2015
Philip E. Gill Elizabeth Wong

Computational methods are considered for finding a point that satisfies the secondorder necessary conditions for a general (possibly nonconvex) quadratic program (QP). The first part of the paper defines a framework for the formulation and analysis of feasible-point active-set methods for QP. This framework defines a class of methods in which a primal-dual search pair is the solution of an equa...

Journal: :Math. Oper. Res. 2011
Jane J. Ye

The multiobjective bilevel program is a sequence of two optimization problems, with the upper-level problem being multiobjective and the constraint region of the upper level problem being determined implicitly by the solution set to the lower-level problem. In the case where the Karush-Kuhn-Tucker (KKT) condition is necessary and sufficient for global optimality of all lower-level problems near...

2010
S. Dempe A. B. Zemkoho

This paper is mainly concerned with the classical KKT reformulation and the primal KKT reformulation (also known as an optimization problem with generalized equation constraint (OPEC)) of the optimistic bilevel optimization problem. A generalization of the MFCQ to an optimization problem with operator constraint is applied to each of these reformulations; hence leading to new constraint qualifi...

2002
Carl D. Meyer Ilse C. F. Ipsen

JOHN COURTNEY HAWS. Preconditioning KKT Systems. (Under the direction of Professor Carl D. Meyer.) This research presents new preconditioners for linear systems. We proceed from the most general case to the very specific problem area of sparse optimal control. In the first most general approach, we assume only that the coefficient matrix is nonsingular. We target highly indefinite, nonsymmetric...

2015
Ole Løseth Elvetun

This thesis is mainly concerned with the efficient numerical solution of optimization problems subject to linear PDE-constraints, with particular focus on robust preconditioners and diffuse domain methods. Associated with such constrained optimization problems are the famous first-order KarushKuhn-Tucker (KKT) conditions. For certain minimization problems, the functions satisfying the KKT condi...

Journal: :Oper. Res. Lett. 2015
Gabriel Haeser Vinicius Veloso de Melo

In this paper we investigate how to efficiently apply ApproximateKarush-Kuhn-Tucker (AKKT) proximity measures as stopping criteria for optimization algorithms that do not generate approximations to Lagrange multipliers, in particular, Genetic Algorithms. We prove that for a wide range of constrained optimization problems the KKT error measurement tends to zero. We also develop a simple model to...

نمودار تعداد نتایج جستجو در هر سال

با کلیک روی نمودار نتایج را به سال انتشار فیلتر کنید