The crease structure of the Karush–Kuhn–Tucker set in parametric optimization

The crease structure of the Karush–Kuhn–Tucker set in parametric optimization

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Article ID: iaor20041186
Country: United States
Volume: 21
Issue: 4
Start Page Number: 783
End Page Number: 792
Publication Date: Nov 1996
Journal: Mathematics of Operations Research
Authors:
Keywords: programming: nonlinear
Abstract:

We study optimization problems depending on a parameter vector y. In particular, we consider the crease structure of the set Sigma of pairs (x, y) where x is a Karush–Kuhn–Tucker point of the problem associated with parameter y; the Mangasarian–Fromovitz constraint qualification is assumed to hold. We present a lower bound for the fineness of Whitney regular stratifications of Sigma. This provides an approximation of its crease structure.

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