Conditions for Finite Convergence of Algorithms for Nonlinear Programs and Variational Inequalities,

Abstract

Algorithms for nonlinear programming and variational inequality problems are, in general, only guaranteed to converge in the limit to a Karush-Kuhn-Tucker point, in the case of nonlinear programs, or a solution in the case of variational inequalities. In this paper we derive sufficient conditions for nonlinear programs and variational inequalities such that any convergent algorithm can be modified to guarantee finite convergence to a solution. Our conditions are more general than existing results and, in addition, have wider applicability. Moreover, we note that our sufficient conditions are close to the related necessary conditions, and show by counterexamples that our main nondegeneracy assumptions cannot be relaxed. Keywords: Convergence of algorithms; Nonlinear programs; Variational inequalities.

Open PDF

Document Details

Document Type
Technical Report
Publication Date
Jan 01, 1988
Accession Number
ADA192355

Entities

People

  • Faiz A. Al-khayyal
  • Jerzy Kyparisis

Organizations

  • Georgia Tech

Tags

Communities of Interest

  • Counter IED

DTIC Thesaurus Topics

  • Algorithms
  • Computer Programming
  • Convergence
  • Engineering
  • Heuristic Methods
  • Industrial Engineering
  • Inequalities
  • Information Systems
  • Military Research
  • Nonlinear Programming
  • Optimization
  • Schools
  • Systems Engineering
  • Universities

Fields of Study

  • Mathematics

Readers

  • Calculus or Mathematical Analysis
  • Operations Research