Accession Number : ADA192355

Title :   Conditions for Finite Convergence of Algorithms for Nonlinear Programs and Variational Inequalities,

Corporate Author : GEORGIA INST OF TECH ATLANTA PRODUCTION AND DISTRIBUTION RESEARCH CENTER

Personal Author(s) : Al-Khayyal, Faiz A ; Kyparisis, Jerzy

PDF Url : ADA192355

Report Date : Jan 1988

Pagination or Media Count : 25

Abstract : Algorithms for nonlinear programming and variational inequality problems are, in general, only guaranteed to converge in the limit to a Karush-Kuhn-Tucker point, in the case of nonlinear programs, or a solution in the case of variational inequalities. In this paper we derive sufficient conditions for nonlinear programs and variational inequalities such that any convergent algorithm can be modified to guarantee finite convergence to a solution. Our conditions are more general than existing results and, in addition, have wider applicability. Moreover, we note that our sufficient conditions are close to the related necessary conditions, and show by counterexamples that our main nondegeneracy assumptions cannot be relaxed. Keywords: Convergence of algorithms; Nonlinear programs; Variational inequalities.

Descriptors :   *INEQUALITIES, *NONLINEAR PROGRAMMING, ALGORITHMS, CONVERGENCE, VARIATIONAL METHODS

Subject Categories : Operations Research

Distribution Statement : APPROVED FOR PUBLIC RELEASE