KMS Of Academy of mathematics and systems sciences, CAS
| A simply constrained optimization reformulation of KKT systems arising from variational inequalities | |
| Facchinei, F; Fischer, A; Kanzow, C; Peng, JM | |
| 1999-07-01 | |
| Source Publication | APPLIED MATHEMATICS AND OPTIMIZATION
 |
| ISSN | 0095-4616 |
| Volume | 40Issue:1Pages:19-37 |
| Abstract | The Karush-Kuhn-Tucker (KKT) conditions can be regarded as optimality conditions for both variational inequalities and constrained optimization problems. In order to overcome some drawbacks of recently proposed reformulations of KKT systems, we propose casting KKT systems as a minimization problem with nonnegativity constraints on some of the variables. We prove that, under fairly mild assumptions, every stationary point of this constrained minimization problem is a solution of the KKT conditions. Based on this reformulation, a new algorithm for the solution of the KKT conditions is suggested and shown to have some strong global and local convergence properties. |
| Keyword | KKT conditions variational inequalities constrained optimization |
| Language | 英语 |
| WOS Research Area | Mathematics |
| WOS Subject | Mathematics, Applied |
| WOS ID | WOS:000079886000002 |
| Publisher | SPRINGER VERLAG |
| Citation statistics | |
| Document Type | 期刊论文 |
| Identifier | http://ir.amss.ac.cn/handle/2S8OKBNM/14550 |
| Collection | 中国科学院数学与系统科学研究院 |
| Corresponding Author | Facchinei, F |
| Affiliation | 1.Univ Rome La Sapienza, Dipartimento Informat & Sistemist, I-00185 Rome, Italy 2.Univ Dortmund, Dept Math, D-44221 Dortmund, Germany 3.Univ Hamburg, Inst Appl Math, D-20146 Hamburg, Germany 4.Acad Sinica, State Key Lab Sci & Engn Comp, Beijing 100080, Peoples R China |
| Recommended Citation GB/T 7714 | Facchinei, F,Fischer, A,Kanzow, C,et al. A simply constrained optimization reformulation of KKT systems arising from variational inequalities[J]. APPLIED MATHEMATICS AND OPTIMIZATION,1999,40(1):19-37. |
| APA | Facchinei, F,Fischer, A,Kanzow, C,&Peng, JM.(1999).A simply constrained optimization reformulation of KKT systems arising from variational inequalities.APPLIED MATHEMATICS AND OPTIMIZATION,40(1),19-37. |
| MLA | Facchinei, F,et al."A simply constrained optimization reformulation of KKT systems arising from variational inequalities".APPLIED MATHEMATICS AND OPTIMIZATION 40.1(1999):19-37. |
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