Conditions for Finite Convergence of Algorithms for Nonlinear Programs and Variational Inequalities

Download or read book Conditions for Finite Convergence of Algorithms for Nonlinear Programs and Variational Inequalities written by Faiz Abdullah Al-Khayyal and published by . This book was released on 1988 with total page 44 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.