A simply constrained optimization reformulation of KKT systems arising from variational inequalities

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	A simply constrained optimization reformulation of KKT systems arising from variational inequalities
	Facchinei, F ; Fischer, A ; Kanzow, C ; Peng, JM
	1999-07-01
发表期刊	APPLIED MATHEMATICS AND OPTIMIZATION
ISSN	0095-4616
卷号	40 期号:1 页码:19-37
摘要	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.
关键词	KKT conditions variational inequalities constrained optimization
语种	英语
WOS研究方向	Mathematics
WOS类目	Mathematics, Applied
WOS记录号	WOS:000079886000002
出版者	SPRINGER VERLAG
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/14550
专题	中国科学院数学与系统科学研究院
通讯作者	Facchinei, F
作者单位	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
推荐引用方式 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.