Stability in the presence of degeneracy and error estimation

Stability in the presence of degeneracy and error estimation

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Article ID: iaor20001770
Country: Germany
Volume: 85
Issue: 1
Start Page Number: 181
End Page Number: 192
Publication Date: Jan 1999
Journal: Mathematical Programming
Authors: ,
Abstract:

Given an approximation to a local minimizer to a nonlinear optimization problem and to associated multipliers, we obtain a tight error estimate in terms of the violation of the first-order conditions. Our results apply to degenerate optimization problems where independence of the active constraint gradients and strict complementarity can be violated.

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