Please use this persistent identifier to cite or link to this item: 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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