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JOURNALS // Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki // Archive

Zh. Vychisl. Mat. Mat. Fiz., 2016 Volume 56, Number 12, Page 2031 (Mi zvmmf10491)

This article is cited in 1 paper

On reductibility of degenerate optimization problems to regular operator equations

E. Bednarczukabc, A. Tretyakovabc

a System Research Institute, ul. Newelska 6, Warszawa, Poland
b Dorodnicyn Computing Centre, FRC CSC RAS, Moscow, Russia
c Siedlce University of Natural Sciences, Siedlce, Poland

Abstract: We present an application of the $p$-regularity theory to the analysis of non-regular (irregular, degenerate) nonlinear optimization problems. The $p$-regularity theory, also known as the $p$-factor analysis of nonlinear mappings, was developed during last thirty years. The $p$-factor analysis is based on the construction of the $p$-factor operator which allows us to analyze optimization problems in the degenerate case. We investigate reducibility of a non-regular optimization problem to a regular system of equations which do not depend on the objective function. As an illustration we consider applications of our results to non-regular complementarity problems of mathematical programming and to linear programming problems.

Key words: degenerate problems, $p$-regularity, nonlinear optimization methods.

UDC: 519.615

Received: 27.11.2015
Revised: 10.05.2016

Language: English

DOI: 10.7868/S004446691612005X


 English version:
Computational Mathematics and Mathematical Physics, 2016, 56:12, 1992–2000

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© Steklov Math. Inst. of RAS, 2024