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Error Bounds and Finite Termination for Constrained Optimization Problems.

Authors :
Wenling Zhao
Daojin Song
Bingzhuang Liu
Source :
Mathematical Problems in Engineering; 2014, p1-10, 10p
Publication Year :
2014

Abstract

We present a global error bound for the projected gradient of nonconvex constrained optimization problems and a local error bound for the distance from a feasible solution to the optimal solution set of convex constrained optimization problems, by using the merit function involved in the sequential quadratic programming (SQP) method. For the solution sets (stationary points set and KKT points set) of nonconvex constrained optimization problems, we establish the definitions of generalized non degeneration and generalized weak sharp minima. Based on the above, the necessary and sufficient conditions for a feasible solution of the nonconvex constrained optimization problems to terminate finitely at the two solutions are given, respectively. Accordingly, the results in this paper improve and popularize existing results known in the literature. Further, we utilize the global error bound for the projected gradient with the merit function being computed easily to describe these necessary and sufficient conditions. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
1024123X
Database :
Complementary Index
Journal :
Mathematical Problems in Engineering
Publication Type :
Academic Journal
Accession number :
100525836
Full Text :
https://doi.org/10.1155/2014/158780