Karush-Kuhn-Tucker systems: regularity conditions, error bounds and a class of Newton-type methods
نویسندگان
چکیده
منابع مشابه
Karush-Kuhn-Tucker systems: regularity conditions, error bounds and a class of Newton-type methods
We consider optimality systems of Karush-Kuhn-Tucker (KKT) type, which arise, for example, as primal-dual conditions characterizing solutions of optimization problems or variational inequalities. In particular, we discuss error bounds and Newton-type methods for such systems. An exhaustive comparison of various regularity conditions which arise in this context is given. We obtain a new error bo...
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When studying the information leakage in programs or protocols, a natural question arises: “what is the worst case scenario?”. This problem of identifying the maximal leakage can be seen as a channel capacity problem in the information theoretical sense. In this paper, by combining two powerful theories: Information Theory and Karush–Kuhn–Tucker conditions, we demonstrate a very general solutio...
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Mathematics (ABSTRACT) This work is concerned with the construction of preconditioners for indefinite linear systems. The systems under investigation arise in the numerical solution of quadratic programming problems, for example in the form of Karush–Kuhn–Tucker (KKT) optimality conditions or in interior–point methods. Therefore, the system matrix is referred to as a KKT matrix. It is not the p...
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ژورنال
عنوان ژورنال: Mathematical Programming
سال: 2003
ISSN: 0025-5610,1436-4646
DOI: 10.1007/s10107-002-0346-6