K-K-T multiplier estimates and objective function lower bounds from projective SUMT

K-K-T multiplier estimates and objective function lower bounds from projective SUMT

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Article ID: iaor1995344
Country: Netherlands
Volume: 13
Issue: 5
Start Page Number: 305
End Page Number: 313
Publication Date: Jun 1993
Journal: Operations Research Letters
Authors: , ,
Abstract:

Estimates of Karush-Kuhn-Tucker (K-K-T) multipliers and a lower bound on the objective function are derived from information available at an interation projective SUMT. The calculations are independent of the method used to follow the trajectory of projective SUMT differential equations, and do not require the value of the barrier multiplier.

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