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Algorithms for Asymptotically Exact Minimizations in Karush-Kuhn-Tucker Methods

Author

Listed:
  • Koudi Jean
  • Guy Degla
  • Babacar Mbaye Ndiaye
  • Mamadou Kaba Traor¨¦

Abstract

We provide two new algorithms with applications to asymptotically exact minimizations with inequalities constraints. These results generalize and improve the works of Andreani, Birgin, Martinez and Schuverdt on minimization with equality constraints. Numerical examples show that our proposed analysis gives convergence results.

Suggested Citation

  • Koudi Jean & Guy Degla & Babacar Mbaye Ndiaye & Mamadou Kaba Traor¨¦, 2018. "Algorithms for Asymptotically Exact Minimizations in Karush-Kuhn-Tucker Methods," Journal of Mathematics Research, Canadian Center of Science and Education, vol. 10(2), pages 36-54, April.
    • Handle: RePEc:ibn:jmrjnl:v:10:y:2018:i:2:p:36
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    More about this item

    Keywords

    nonlinear programming; augmented lagrangian methods; numerical experiments; approximate KKT point;
    All these keywords.

    JEL classification:

    • R00 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - General - - - General
    • Z0 - Other Special Topics - - General

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