Two error bounds for constrained optimization problems and their applications
The trust region method is a popular method for solving constrained optimization problem and there is a lot of literature about it. The aim of this paper is to study 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 appeared in the trust region method. As applications of these error bounds, the authors 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, the authors 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.
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- Approximate solution of the trust region problem by minimization over two-dimensional subspaces
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- Conditions for convergence of trust region algorithms for nonsmooth optimization
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- Local convergence analysis of projection-type algorithms: unified approach
- Nondegenerate Solutions and Related Concepts in Affine Variational Inequalities
- On the Boundedness and Stability of Solutions to the Affine Variational Inequality Problem
- On the global convergence of trust region algorithms for unconstrained minimization
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- On the superlinear convergence of a trust region algorithm for nonsmooth optimization
- Projected gradient methods for linearly constrained problems
- Projected quasi-Newton algorithm with trust region for constrained optimization
- Some methods based on the D-gap function for solving monotone variational inequalities
- Trust Region Methods
- Unconstrained optimization reformulations of variational inequality problems
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- Weak Sharp Solutions of Variational Inequalities
- Error bounds and finite termination for constrained optimization problems
- Error bounds for rank constrained optimization problems and applications
- Computable error bounds for an optimization problem with parallelepiped constraint
- Local convergence analysis of a primal-dual method for bound-constrained optimization without SOSC
- Error estimation in nonlinear optimization
- Value functions and error bounds of trust region methods
- A global error bound via the SQP method for constrained optimization problem
- scientific article; zbMATH DE number 5283371 (Why is no real title available?)
- scientific article; zbMATH DE number 63645 (Why is no real title available?)
- A Two-Riccati, Feasible Algorithm for Guaranteeing Output L∞ Constraints
- Minimizing and Stationary Sequences of Constrained Optimization Problems
- scientific article; zbMATH DE number 841069 (Why is no real title available?)
- Global convergence and finite termination of a class of smooth penalty function algorithms
- Stopping rules and backward error analysis for bound-constrained optimization
- Finite termination of the optimal solution sequence in parametric optimization
- The finite termination of feasible solution sequence for optimization and variational inequality
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