Two error bounds for constrained optimization problems and their applications

被引:5
|
作者
Wang, Chang-Yu [1 ]
Zhang, Jian-Zhong [2 ]
Zhao, Wen-Ling [3 ]
机构
[1] Qufu Normal Univ, Inst Operat Res, Qufu, Shandong, Peoples R China
[2] City Univ Hong Kong, Dept Math, Hong Kong, Hong Kong, Peoples R China
[3] Shandong Univ Technol, Sch Math, Zibo, Shandong, Peoples R China
基金
中国国家自然科学基金;
关键词
trust region subproblem; value function; projected gradient; error bound; finite termination;
D O I
10.1007/s00245-007-9023-8
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
This paper presents a global error bound for the projected gradient and a local error bound for the distance from a feasible solution to the optimal solution set of a nonlinear programming problem by using some characteristic quantities such as value function, trust region radius etc., which are appeared in the trust region method. As applications of these error bounds, we obtain sufficient conditions under which a sequence of feasible solutions converges to a stationary point or to an optimal solution, respectively, and a necessary and sufficient condition under which a sequence of feasible solutions converges to a Kuhn-Tucker point. Other applications involve finite termination of a sequence of feasible solutions. For general optimization problems, when the optimal solution set is generalized non-degenerate or gives generalized weak sharp minima, we give a necessary and sufficient condition for a sequence of feasible solutions to terminate finitely at a Kuhn-Tucker point, and a sufficient condition which guarantees that a sequence of feasible solutions terminates finitely at a stationary point.
引用
收藏
页码:307 / 328
页数:22
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