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2005-11-03Buch DOI: 10.18452/2588
A modified standard embedding with jumps in nonlinear optimization
dc.contributor.authorGuddat, Jürgen
dc.contributor.authorVazquez, Francisco Guerra
dc.contributor.authorNowack, Dieter
dc.contributor.authorRückmann, Jan-J.
dc.date.accessioned2017-06-15T17:38:48Z
dc.date.available2017-06-15T17:38:48Z
dc.date.created2005-11-03
dc.date.issued2005-11-03
dc.identifier.issn0863-0976
dc.identifier.urihttp://edoc.hu-berlin.de/18452/3240
dc.description.abstractThe paper deals with a combination of pathfollowing methods (embedding approach) and feasible descent direction methods (so-called jumps) for solving a non-linear optimization problem with equality and inequality constraints. Since the method that we propose here uses jumps from one connected component to another one, more than one connected component of the solution set of the corresponding one-parametric problem can be followed numerically. It is assumed that the problem under consideration belongs to a generic subset which was introduced by Jongen, Jonker and Twilt. There already exist methods of this type for which each starting point of a jump has to be an endpoint of a branch of local minimizers. In this paper the authors propose a new method by allowing a larger set of starting points for the jumps which can be constructed at bifurcation and turning points of the solution set. The topological properties of those cases where the method is not successful are analyzed and the role of constraint qualifications in this context is discussed. Furthermore,this new method is applied to a so-called modified standard embedding which is a particular construction without equality constraints. Finally, an algorithmic version of this new method as well as computational results are presented.eng
dc.language.isoeng
dc.publisherHumboldt-Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät II, Institut für Mathematik
dc.rights.urihttp://rightsstatements.org/vocab/InC/1.0/
dc.subjectgenericityeng
dc.subjectJongen-Jonker-Twilt regularityeng
dc.subjectParametric programmingeng
dc.subjectpathfollowing methods with jumpseng
dc.subjectmodified standard embeddingeng
dc.subject.ddc510 Mathematik
dc.titleA modified standard embedding with jumps in nonlinear optimization
dc.typebook
dc.identifier.urnurn:nbn:de:kobv:11-10052224
dc.identifier.doihttp://dx.doi.org/10.18452/2588
local.edoc.container-titlePreprints aus dem Institut für Mathematik
local.edoc.pages27
local.edoc.type-nameBuch
local.edoc.container-typeseries
local.edoc.container-type-nameSchriftenreihe
local.edoc.container-volume2004
local.edoc.container-issue16
local.edoc.container-year2004
local.edoc.container-erstkatid2075199-0

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