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Perturbed Kuhn-Tucker points and rates of convergence for a class of nonlinear-programming algorithms

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Abstract

This paper establishes quantitative bounds for the variation of an isolated local minimizer for a general nonlinear program under perturbations in the objective function and constraints. These bounds are then applied to establish rates of convergence for a class of recursive nonlinear-programming algorithms.

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Robinson, S.M. Perturbed Kuhn-Tucker points and rates of convergence for a class of nonlinear-programming algorithms. Mathematical Programming 7, 1–16 (1974). https://doi.org/10.1007/BF01585500

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  • DOI: https://doi.org/10.1007/BF01585500

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