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
Hauptverfasser: DONTCHEV, A. L, JONGEN, H. T
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.
ISSN:0363-0129
1095-7138
DOI:10.1137/0324009