Modified Wilson ' S Method Fornonlinear Programs with Nonunique
نویسنده
چکیده
The paper rst investigates Newton-type methods for generalized equations with compact solution sets. The analysis of their local convergence behavior is based, besides other conditions, on the upper Lipschitz-continuity of the local solution set mapping of a simply perturbed generalized equation. This approach is then applied to the KKT conditions of a nonlinear program with inequality constraints and leads to a modiied version of the classical Wilson method. It is shown that the distances of the iterates to the set of KKT points converge q-quadratically to zero under conditions that do not imply a unique multiplier vector. Additionally to the Mangasarian-Fromovitz Constraint Qualiication and to a Second-Order Suuciency Condition the local minimizer is required to fullll a Constant Rank Condition (weaker than the Constant Rank Constraint Qualiication one of Janin) and a so-called Weak Complementarity Condition.
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