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doi:10.24405/512
Title: | Inner point methods: On necessary optimality conditions of various reformulations of a constrained optimization problem | Authors: | Rozgic, Marco Jaraczewski, Manuel Stiemer, Marcus |
Language: | eng | Keywords: | Optimisation;KKT Condition;Primal-Dual Method | Subject (DDC): | 510 Mathematik | Issue Date: | 2014 | Document Type: | Report | Abstract: | Primal-dual inner point algorithms are known to be efficient in solving non-linear constrained optimization problems. Modern implementations are capable of solving optimization problems with a huge number of non-linear constraints. To do this efficiently it is crucial, that necessary optimality conditions are formulated such that they can be easily implemented into a computer program. Favourable is a formulation as a system of equations that can be linearized. The Karush-Kuhn-Tucker conditions represent such a set. This work gives a rigours proof for the equivalence of the necessary conditions of the reformulations of a non-linear constrained optimization problem as they are used in inner point methods. |
Organization Units (connected with the publication): | Theoretische Elektrotechnik | DOI: | https://doi.org/10.24405/512 |
Appears in Collections: | 1 - Open Access Publications (except Theses) |
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openHSU_512.pdf | 160.69 kB | Adobe PDF | View/Open |
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