On Karush-Kuhn-Tucker Points for a Smoothing Method in Semi-Infinite Optimization

On Karush-Kuhn-Tucker Points for a Smoothing Method in Semi-Infinite Optimization

Year:    2006

Journal of Computational Mathematics, Vol. 24 (2006), Iss. 6 : pp. 719–732

Abstract

We study the smoothing method for the solution of generalized semi-infinite optimization problems from (O. Stein, G. Still: Solving semi-infinite optimization problems with interior point techniques, SIAM J. Control Optim., 42(2003), pp. 769-788). It is shown that Karush-Kuhn-Tucker points of the smoothed problems do not necessarily converge to a Karush-Kuhn-Tucker point of the original problem, as could be expected from results in (F. Facchinei, H. Jiang, L. Qi: A smoothing method for mathematical programs with equilibrium constraints, Math. Program., 85(1999), pp. 107-134). Instead, they might merely converge to a Fritz John point. We give, however, different additional assumptions which guarantee convergence to Karush-Kuhn-Tucker points.  

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Journal Article Details

Publisher Name:    Global Science Press

Language:    English

DOI:    https://doi.org/2006-JCM-8786

Journal of Computational Mathematics, Vol. 24 (2006), Iss. 6 : pp. 719–732

Published online:    2006-01

AMS Subject Headings:   

Copyright:    COPYRIGHT: © Global Science Press

Pages:    14

Keywords:    Generalized semi-infinite optimization Stackelberg game Constraint qualification Smoothing NCP function.