Computable numerical bounds for lagrange multipliers of stationary points of non-convex differentiable non-linear programs |
| |
Authors: | OL Mangasarian |
| |
Institution: | Computer Sciences Department, University of Wisconsin, Madison, WI 53706, USA |
| |
Abstract: | It is shown that the satisfaction of a standard constraint qualification of mathematical programming 5] at a stationary point of a non-convex differentiable non-linear program provides explicit numerical bounds for the set of all Lagrange multipliers associated with the stationary point. Solution of a single linear program gives a sharper bound together with an achievable bound on the 1-norm of the multipliers associated with the inequality constraints. The simplicity of obtaining these bounds contrasts sharply with the intractable NP-complete problem of computing an achievable upper bound on the p-norm of the multipliers associated with the equality constraints for integer . |
| |
Keywords: | non-linear programming Lagrange multipliers |
本文献已被 ScienceDirect 等数据库收录! |