On the regularity of the Kuhn-Tucker curve
We consider twice continuously differentiable finite dimensional optimization problems, depending on a real parameter. Besides a discussion of (local) Lipschitz continuity of the Kuhn-Tucker curve, we present conditions under which the Kuhn-Tucker curve is piecewise continuously differentiable. Thro...
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Veröffentlicht in: | SIAM journal on control and optimization 1986-03, Vol.24 (2), p.169-176 |
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Format: | Artikel |
Sprache: | eng |
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Zusammenfassung: | We consider twice continuously differentiable finite dimensional optimization problems, depending on a real parameter. Besides a discussion of (local) Lipschitz continuity of the Kuhn-Tucker curve, we present conditions under which the Kuhn-Tucker curve is piecewise continuously differentiable. Throughout the paper we assume the linear independence of the gradients of the binding constraint functions. We use Kojima's concept of strongly stable Kuhn-Tucker points and present a new equivalent formulation of this concept. |
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ISSN: | 0363-0129 1095-7138 |
DOI: | 10.1137/0324009 |