On interior logarithmic smoothing and strongly stable stationary points

HT Jongen, JJ Rückmann - SIAM Journal on Optimization, 2010 - SIAM
HT Jongen, JJ Rückmann
SIAM Journal on Optimization, 2010SIAM
The paper deals with a nonlinear programming problem (P) and, by using a logarithmic
barrier function, a parametric family of interior point approximations M^γ of its feasible set M,
where M^γ is described by a single smooth inequality constraint. Assuming that a stationary
point ̄x of (P) under consideration is strongly stable, it is shown that for all sufficiently small
γ>0 there exists locally around ̄x a uniquely determined stationary point x(γ) of (P ^γ),
where (P ^γ) is obtained from (P) by substituting M by M^γ. In particular, x(γ) is strongly …
The paper deals with a nonlinear programming problem (P) and, by using a logarithmic barrier function, a parametric family of interior point approximations of its feasible set M, where is described by a single smooth inequality constraint. Assuming that a stationary point of (P) under consideration is strongly stable, it is shown that for all sufficiently small there exists locally around a uniquely determined stationary point of (P), where (P) is obtained from (P) by substituting M by . In particular, is strongly stable, even nondegenerate, and it has the same stationary index as . Furthermore, it turns out that and its uniquely determined Lagrange multiplier form a solution pair of a corresponding interior-point problem, where depends continuously differentiable (under linear independence constraint qualification (LICQ)) or continuous (under Mangasarian–Fromovitz constraint qualification (MFCQ)) on the parameter and converges to as . The stationary point might be degenerate and, a priori, no strict complementarity is assumed. Finally, a globalization of this one-to-one correspondence between the stationary points of (P) and (P) as well as some further topological properties of M and are discussed.
Society for Industrial and Applied Mathematics
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