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Critical sets in parametric optimization
Authors:Jongen  H. Th.  Jonker  P.  Twilt  F.
Affiliation:(1) Department of Applied Mathematics, Twente University of Technology, P.O. Box 217, 7500 AE Enschede, The Netherlands
Abstract:We deal with one-parameter families of optimization problems in finite dimensions. The constraints are both of equality and inequality type. The concept of a lsquogeneralized critical pointrsquo (g.c. point) is introduced. In particular, every local minimum, Kuhn-Tucker point, and point of Fritz John type is a g.c. point. Under fairly weak (even generic) conditions we study the setsum consisting of all g.c. points. Due to the parameter, the setsum is pieced together from one-dimensional manifolds. The points ofsum can be divided into five (characteristic) types. The subset of lsquonondegenerate critical pointsrsquo (first type) is open and dense insum (nondegenerate means: strict complementarity, nondegeneracy of the corresponding quadratic form and linear independence of the gradients of binding constraints). A nondegenerate critical point is completely characterized by means of four indices. The change of these indices alongsum is presented. Finally, the Kuhn-Tucker subset ofsum is studied in more detail, in particular in connection with the (failure of the) Mangasarian-Fromowitz constraint qualification.
Keywords:Generalized Critical Point  Critical Point  Linear Index  Quadratic Index  Kuhn-Tucker Set  Mangasarian-Fromowitz Constraint Qualification  Parametric Optimization
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