ON KARUSH-KUHN-TUCKER POINTS FOR A SMOOTHING METHOD IN SEMI-INFINITE OPTIMIZATION  

作　　者：Oliver Stein 

机构地区：[1]Department o.f Mathematics-C, RWTH Aachen University, Germany

出　　处：《Journal of Computational Mathematics》2006年第6期719-732,共14页计算数学（英文）

摘　　要：We study the smoothing method for the solution of generalized semi-infinite optimization problems from （O. Stein, G. Still： Solving semi-infinite optimization problems with interior point techniques, SIAM J. Control Optim., 42（2003）, pp. 769-788）. It is shown that Karush-Kuhn-Tucker points of the smoothed problems do not necessarily converge to a Karush-Kuhn-Tucker point of the original problem, as could be expected from results in （F. Facchinei, H. Jiang, L. Qi： A smoothing method for mathematical programs with equilibrium constraints, Math. Program., 85（1999）, pp. 107-134）. Instead, they might merely converge to a Fritz John point. We give, however, different additional assumptions which guarantee convergence to Karush-Kuhn：Tucker points.We study the smoothing method for the solution of generalized semi-infinite optimization problems from （O. Stein, G. Still： Solving semi-infinite optimization problems with interior point techniques, SIAM J. Control Optim., 42（2003）, pp. 769-788）. It is shown that Karush-Kuhn-Tucker points of the smoothed problems do not necessarily converge to a Karush-Kuhn-Tucker point of the original problem, as could be expected from results in （F. Facchinei, H. Jiang, L. Qi： A smoothing method for mathematical programs with equilibrium constraints, Math. Program., 85（1999）, pp. 107-134）. Instead, they might merely converge to a Fritz John point. We give, however, different additional assumptions which guarantee convergence to Karush-Kuhn：Tucker points.

关 键 词：Generalized semi-infinite optimization Stackelberg game Constraint qualifi-cation SMOOTHING NCP function. 

分 类 号：O221[理学—运筹学与控制论]