RADIUS OF THE PERTURBATION OF THE OBJECTIVE FUNCTION PRESERVES THE KKT CONDITION IN CONVEX OPTIMIZATION.

Autor: KOKI ISHIBASHI, DAISHI KUROIWA
Předmět:
Zdroj: Journal of Nonlinear Analysis & Optimization: Theory & Applications; 2021, Vol. 12 Issue 1, p21-27, 7p
Abstrakt: The problem to find the maximum radius of the perturbation of the objective function which preserves the KKT condition at a feasible point is studied. The maximum radius of the problem is described, and certain values concerned with the extreme direction of a positive polar cone of the union of the subdifferentials of the active constraint functions at the point are observed. [ABSTRACT FROM AUTHOR]
Databáze: Complementary Index