Critical sets in parametric optimization |
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Authors: | Jongen H. Th. Jonker P. Twilt F. |
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Affiliation: | (1) Department of Applied Mathematics, Twente University of Technology, P.O. Box 217, 7500 AE Enschede, The Netherlands |
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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 generalized critical point (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 set consisting of all g.c. points. Due to the parameter, the set is pieced together from one-dimensional manifolds. The points of can be divided into five (characteristic) types. The subset of nondegenerate critical points (first type) is open and dense in (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 along is presented. Finally, the Kuhn-Tucker subset of is studied in more detail, in particular in connection with the (failure of the) Mangasarian-Fromowitz constraint qualification. |
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Keywords: | Generalized Critical Point Critical Point Linear Index Quadratic Index Kuhn-Tucker Set Mangasarian-Fromowitz Constraint Qualification Parametric Optimization |
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