Kuhn-Tucker curves for one-parametric semi-infinite programming
- 1 January 1989
- journal article
- research article
- Published by Taylor & Francis in Optimization
- Vol. 20 (1) , 61-77
- https://doi.org/10.1080/02331938908843414
Abstract
An algorithm for computing Kuhn-Tucker curves of one-parametric semi-infinite optimization problems p(t),t ∈R is presented. Starting with a Kuhn-Tucker point xfor a fixed tan underdetermined system of nonlinear equations is used to describe a piece of the Kuhn-Tucker curve (t(α)x(x)) by continuation methods. An active-set-strategy is applied to obtain a new system defining another part of that curve. In addition, a formula for one-sided derivatives of the value-function of p(t) is derived. Numerical examples from air-pollution control and Chebyshev approximation by splines with free knots are presented.Keywords
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