On the accurate identification of active constraints
On the accurate identification of active constraints
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DOI：
10.1137/s1052623496305882
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发表时间：
1998-11-20
影响因子：
3.1
通讯作者：
Kanzow, C
中科院分区：
文献类型：
--
作者：
Facchinei, F;Fischer, A;Kanzow, C
我们考虑非线性规划的不等式约束，我们专注于识别这些约束将是积极的孤立的局部解决方案的问题。主动约束的正确识别从理论和实践的角度都是重要的。这样的识别去除了问题的组合方面，并局部地将不等式约束的最小化问题减少到可以更容易处理的等式约束的问题。我们提出了一种新的技术，它确定了积极的约束在一个解决方案的邻域，既不需要互补松弛，也不唯一的乘数。我们还提出了扩展的变分不等式和数值例子说明识别技术。
We consider nonlinear programs with inequality constraints, and we focus on the problem of identifying those constraints which will be active at an isolated local solution. The correct identification of active constraints is important from both a theoretical and a practical point of view. Such an identification removes the combinatorial aspect of the problem and locally reduces the inequality constrained minimization problem to an equality constrained problem which can be more easily dealt with. We present a new technique which identifies active constraints in a neighborhood of a solution and which requires neither complementary slackness nor uniqueness of the multipliers. We also present extensions to variational inequalities and numerical examples illustrating the identification technique.