Minimizing and Stationary Sequences of Constrained Optimization Problems
From MaRDI portal
Publication:4210193
DOI10.1137/S0363012995292548zbMath0909.90235OpenAlexW2066160765MaRDI QIDQ4210193
Chin Cheng Chou, Jong-Shi Pang, Ng Kung-fu
Publication date: 21 September 1998
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s0363012995292548
error boundsminimizing sequencesconvex analysiswell-posed optimization problemsweak sharp minimastationary sequencesconvergence of algorithmsquadratic splinesapproximate optimality conditionsresidual functions
Convex programming (90C25) Nonlinear programming (90C30) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)
Related Items
Pareto Optimizing and Kuhn–Tucker Stationary Sequences ⋮ Asymptotical well behaviour for constrained minimisation problems ⋮ Error bounds in mathematical programming ⋮ Two parallel distribution algorithms for convex constrained minimization problems ⋮ Asymptotical good behavior on inequalities with completely approximate K-T concept ⋮ Robust least square semidefinite programming with applications ⋮ D-gap functions for nonsmooth variational inequality problems ⋮ Convergence of a projected gradient method variant for quasiconvex objectives ⋮ Minimizing and stationary sequences of convex constrained minimization problems ⋮ On minimizing and stationary sequences of a new class of merit functions for nonlinear complementarity problems ⋮ Pareto optimizing and scalarly stationary sequences ⋮ Approximate efficiency and scalar stationarity in unbounded nonsmooth convex vector optimization problems