RADIUS OF THE PERTURBATION OF THE OBJECTIVE FUNCTION PRESERVES THE KKT CONDITION IN CONVEX OPTIMIZATION

Authors

  • K. Ishibashi Graduate School of Natural Science and Technology, Shimane University
  • D. Kuroiwa Department of Mathematical Science, Shimane University

Keywords:

convex optimization problem, KKT optimality condition, the basic constraint qualification, extreme direction

Abstract

The problem to find the maximum radius of the perturbation of the objective function which preserves the KKT condition at a feasible point is studied. The maximum radius of the problem is described, and certain values concerned with the extreme direction of a positive polar cone of the union of the subdifferentials of the active constraint functions at the point are observed.

Additional Files

Published

04/01/2021

How to Cite

Ishibashi, K., & Kuroiwa, D. (2021). RADIUS OF THE PERTURBATION OF THE OBJECTIVE FUNCTION PRESERVES THE KKT CONDITION IN CONVEX OPTIMIZATION. Journal of Nonlinear Analysis and Optimization: Theory & Applications (JNAO), 12(1), 21–27. retrieved from https://ph03.tci-thaijo.org/index.php/jnao/article/view/2795

Issue

Vol. 12 No. 1 (2021): JNAO

Section

Research Articles

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Copyright (c) 2010 Journal of Nonlinear Analysis and Optimization: Theory & Applications

Creative Commons License

This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License.