A NOTE ON THE SQUARED SLACK VARIABLES TECHNIQUE FOR NONLINEAR OPTIMIZATION
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- Fukuda Ellen H.
- Kyoto University
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- Fukushima Masao
- Nanzan University
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Abstract
<p>In constrained nonlinear optimization, the squared slack variables can be used to transform a problem with inequality constraints into a problem containing only equality constraints. This reformulation is usually not considered in the modern literature, mainly because of possible numerical instabilities. However, this argument only concerns the development of algorithms, and nothing stops us in using the strategy to understand the theory behind these optimization problems. In this note, we clarify the relation between the Karush-Kuhn-Tucker points of the original and the reformulated problems. In particular, we stress that the second-order sufficient condition is the key to establish their equivalence.</p>
Journal
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- Journal of the Operations Research Society of Japan
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Journal of the Operations Research Society of Japan 60 (3), 262-270, 2017
The Operations Research Society of Japan
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Keywords
Details 詳細情報について
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- CRID
- 1390282679089858816
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- NII Article ID
- 130005874255
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- NII Book ID
- AA00703935
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- ISSN
- 21888299
- 04534514
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- NDL BIB ID
- 028400709
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- Text Lang
- en
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- Data Source
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- JaLC
- NDL
- Crossref
- CiNii Articles
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- Abstract License Flag
- Disallowed