Perturbed Kuhn-Tucker points and rates of convergence for a class of nonlinear-programming algorithms
DOI: 10.1007/BF01585500
关键词: Numerical analysis 、 Mathematics 、 Nonlinear programming algorithms 、 Modes of convergence 、 Variation (game tree) 、 Mathematical optimization 、 Karush–Kuhn–Tucker conditions 、 Convergence (routing) 、 Class (set theory) 、 Nonlinear system
摘要: This paper establishes quantitative bounds for the variation of an isolated local minimizer a general nonlinear program under perturbations in objective function and constraints. These are then applied to establish rates convergence class recursive nonlinear-programming algorithms.
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