Sensitivity of solutions to systems of optimality conditions under the violation of constraint qualifications
Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 47 (2007) no. 4, pp. 555-577
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A survey is given of old and new results on the sensitivity of solutions to systems of optimality conditions with respect to parametric perturbations. Results of this kind play a key role in subtle convergence analysis of various constrained optimization algorithms. General systems of optimality conditions for problems with abstract constraints, Karush–Kuhn–Tucker systems for mathematical programs, and Lagrange systems for problems with equality constraints are examined. Special attention is given to the cases where the traditional constraint qualifications are violated.
@article{ZVMMF_2007_47_4_a0,
author = {A. F. Izmailov},
title = {Sensitivity of solutions to systems of optimality conditions under the violation of constraint qualifications},
journal = {\v{Z}urnal vy\v{c}islitelʹnoj matematiki i matemati\v{c}eskoj fiziki},
pages = {555--577},
publisher = {mathdoc},
volume = {47},
number = {4},
year = {2007},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZVMMF_2007_47_4_a0/}
}
TY - JOUR AU - A. F. Izmailov TI - Sensitivity of solutions to systems of optimality conditions under the violation of constraint qualifications JO - Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki PY - 2007 SP - 555 EP - 577 VL - 47 IS - 4 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/ZVMMF_2007_47_4_a0/ LA - ru ID - ZVMMF_2007_47_4_a0 ER -
%0 Journal Article %A A. F. Izmailov %T Sensitivity of solutions to systems of optimality conditions under the violation of constraint qualifications %J Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki %D 2007 %P 555-577 %V 47 %N 4 %I mathdoc %U http://geodesic.mathdoc.fr/item/ZVMMF_2007_47_4_a0/ %G ru %F ZVMMF_2007_47_4_a0
A. F. Izmailov. Sensitivity of solutions to systems of optimality conditions under the violation of constraint qualifications. Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 47 (2007) no. 4, pp. 555-577. http://geodesic.mathdoc.fr/item/ZVMMF_2007_47_4_a0/