A Simply Constrained Optimization Reformulation of KKT Systems Arising from Variational Inequalities
Journal Article
·
· Applied Mathematics and Optimization
The Karush-Kuhn-Tucker (KKT) conditions can be regarded as optimality conditions for both variational inequalities and constrained optimization problems. In order to overcome some drawbacks of recently proposed reformulations of KKT systems, we propose casting KKT systems as a minimization problem with nonnegativity constraints on some of the variables. We prove that, under fairly mild assumptions, every stationary point of this constrained minimization problem is a solution of the KKT conditions. Based on this reformulation, a new algorithm for the solution of the KKT conditions is suggested and shown to have some strong global and local convergence properties.
- OSTI ID:
- 21067548
- Journal Information:
- Applied Mathematics and Optimization, Journal Name: Applied Mathematics and Optimization Journal Issue: 1 Vol. 40; ISSN 0095-4616
- Country of Publication:
- United States
- Language:
- English
Similar Records
Running Primal-Dual Gradient Method for Time-Varying Nonconvex Problems
Constrained reduced-order models based on proper orthogonal decomposition
Journal Article
·
Thu Jul 07 00:00:00 EDT 2022
· SIAM Journal on Control and Optimization
·
OSTI ID:1884801
Constrained reduced-order models based on proper orthogonal decomposition
Journal Article
·
Sun Apr 09 00:00:00 EDT 2017
· Computer Methods in Applied Mechanics and Engineering
·
OSTI ID:1369450