Skip to main content
Article thumbnail
Location of Repository

Stability in the presence of degeneracy and error

By 

Abstract

Abstract. Given an approximation to a local minimizer to a nonlinear optimization problem and to associated multipliers, we obtain a tight error estimate in terms of the violation of the first-order conditions. Our results apply to degenerate optimization problems where independence of the active constraint gradients and strict complementarity can be violated. Key words. stability analysis – perturbation theory – degenerate optimization – error estimation – quadratic program stability – merit functions 1

Year: 1997
OAI identifier: oai:CiteSeerX.psu:10.1.1.352.8170
Provided by: CiteSeerX
Download PDF:
Sorry, we are unable to provide the full text but you may find it at the following location(s):
  • http://citeseerx.ist.psu.edu/v... (external link)
  • http://www.math.ufl.edu/~hager... (external link)
  • Suggested articles


    To submit an update or takedown request for this paper, please submit an Update/Correction/Removal Request.