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: | Hager W.W., Gowda M.S. |
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.