| Автор | Benner, Bernd |
| Дата выпуска | 1994 |
| dc.description | For the treatment of problems in one-parametric optimization we can use homotopie methodsbased on solving of a system of equations constructed from Lagrangian and active inequality constraints. But the active constraints are unknown in general. Another problem is theinaccuracy by the practical realization of the algorithm. The algorithm suggested in thisarticle works with an estimation of the active index set. This estimation will be changedif a test criterion is satisfied. Furthermore in certain situations a restart of the algorithm is possible. It will be shown, that the algorithm is successful under suitable assumptions. |
| Формат | application.pdf |
| Издатель | Gordon and Breach Science Publishers |
| Копирайт | Copyright Taylor and Francis Group, LLC |
| Тема | Parametric optimization |
| Тема | continuation method |
| Тема | transition point |
| Тема | Lagrangian |
| Тема | Kuhn-Tucker-condition |
| Тема | active index set |
| Название | A continuation method in parametric optimization |
| Тип | research-article |
| DOI | 10.1080/10556789508805595 |
| Electronic ISSN | 1029-4937 |
| Print ISSN | 1055-6788 |
| Журнал | Optimization Methods and Software |
| Том | 4 |
| Первая страница | 297 |
| Последняя страница | 306 |
| Аффилиация | Benner, Bernd; FH Anhalt, Institut für Mathematik |
| Выпуск | 4 |
| Библиографическая ссылка | Guddat, J., Tammer, K. and Wendler, K. 1985. Multiobjektive and Stochastic Optimization Based on Parametric Optimization, 96–119. Berlin: Akademie-Verlag. |
| Библиографическая ссылка | Pönisch, G. 1979. Das Programmsystem TURN zur Berechnung von Rückkehrpunkten, TU Dresden. Preprint 07-22-79 |
| Библиографическая ссылка | Pönisch, G. Dokumentation der Hilfsprogramme des Programmsystems TURN, TU Dresden. Preprint 07-23-79 |
| Библиографическая ссылка | Schwettlick, H. Numerische Lösung nichtlinearer Gleichungen, 95, 297–297-309. Berlin: Deutscher Verlag der Wis-senschaften. |
