Sequential stable Kuhn–Tucker theorem in nonlinear programming

A. V. Kanatov ; M. I. Sumin

Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 53 (2013) no. 8, pp. 1249-1271

Résumé

A general parametric nonlinear mathematical programming problem with an operator equality constraint and a finite number of functional inequality constraints is considered in a Hilbert space. Elements of a minimizing sequence for this problem are formally constructed from elements of minimizing sequences for its augmented Lagrangian with values of dual variables chosen by applying the Tikhonov stabilization method in the course of solving the corresponding modified dual problem. A sequential Kuhn–Tucker theorem in nondifferential form is proved in terms of minimizing sequences and augmented Lagrangians. The theorem is stable with respect to errors in the initial data and provides a necessary and sufficient condition on the elements of a minimizing sequence. It is shown that the structure of the augmented Lagrangian is a direct consequence of the generalized differentiability properties of the value function in the problem. The proof is based on a “nonlinear” version of the dual regularization method, which is substantiated in this paper. An example is given illustrating that the formal construction of a minimizing sequence is unstable without regularizing the solution of the modified dual problem.