Convergence of primal-dual solutions for the nonconvex log-barrier method without LICQ

نویسندگان

  • Christian Grossmann
  • Diethard Klatte
  • Bernd Kummer
چکیده

This paper characterizes completely the behavior of the logarithmic barrier method under a standard second order condition, strict (multivalued) complementarity and MFCQ at a local minimizer. We present direct proofs, based on certain key estimates and few well-known facts on linear and parametric programming, in order to verify existence and Lipschitzian convergence of local primal-dual solutions without applying additionally technical tools arising from Newton-techniques.

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عنوان ژورنال:
  • Kybernetika

دوره 40  شماره 

صفحات  -

تاریخ انتشار 2004