Parametrizations of Kojima's system and relations to penalty and barrier functions

Parametrizations of Kojima's system and relations to penalty and barrier functions

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Article ID: iaor1998956
Country: Netherlands
Volume: 76
Issue: 3
Start Page Number: 579
End Page Number: 592
Publication Date: Mar 1997
Journal: Mathematical Programming
Authors:
Keywords: penalty functions
Abstract:

We investigate two homotopies that perturb Kojima's system for describing critical points of a nonlinear optimization problem in finite dimension. Each of them characterizes stationary points of a usual penalty and a new ‘barrier’ function. The latter is a continuous deformation of the objective, symmetric to the penalty from a formal point of view. Stationary points of these functions appear as perturbed critical points and vice versa. This permits new interpretations of the related solution methods and allows estimates of the solutions by using implicit function theorems for Lipschitzian equations.

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