Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1142110 | Operations Research Letters | 2015 | 5 Pages |
Abstract
In this paper we investigate how to efficiently apply Approximate-Karush–Kuhn–Tucker proximity measures as stopping criteria for optimization algorithms that do not generate approximations to Lagrange multipliers. We prove that the KKT error measurement tends to zero when approaching a solution and we develop a simple model to compute the KKT error measure requiring only the solution of a non-negative linear least squares problem. Our numerical experiments on a Genetic Algorithm show the efficiency of the strategy.
Related Topics
Physical Sciences and Engineering
Mathematics
Discrete Mathematics and Combinatorics
Authors
Gabriel Haeser, Vinícius V. de Melo,