[Home]
[
News]
[ Events]
[ People]
[ Research]
[ Education]
[Visitor Info]
[UCSD Only]
[Admin]
Distance-to-Solution Estimates for Optimization Problems with Constraints in Standard Form
by Philip E. Gill, Vyacheslav Kungurtsev, Daniel P. Robinson
Abstract:
An important tool in the formulation and analysis of algorithms for constrained optimization is a quantity that provides a practical estimate of the distance to the set of primal-dual solutions. Such ``distance-to-solution estimates'' may be used to identify the inequality constraints satisfied with equality at a solution, and to formulate conditions used to terminate a sequence of solution estimates. This note concerns the properties of a particular distance-to-solution estimate for optimization problems with constraints written in so-called ``standard form'', which is a commonly-used approach for formulating constraints with a mixture of equality and inequality constraints.
UCSD-CCoM-16-01.pdf April 2016
News]
[ Events]
[ People]
[ Research]
[ Education]
[Visitor Info]
[UCSD Only]
[Admin]
Directors:
Randolph E. Bank
Philip E. Gill
Michael Holst
Administrative Contact:
[ Click to Send Email ]
Randolph E. Bank
Philip E. Gill
Michael Holst
Administrative Contact:
[ Click to Send Email ]
by Philip E. Gill, Vyacheslav Kungurtsev, Daniel P. Robinson
Abstract:
An important tool in the formulation and analysis of algorithms for constrained optimization is a quantity that provides a practical estimate of the distance to the set of primal-dual solutions. Such ``distance-to-solution estimates'' may be used to identify the inequality constraints satisfied with equality at a solution, and to formulate conditions used to terminate a sequence of solution estimates. This note concerns the properties of a particular distance-to-solution estimate for optimization problems with constraints written in so-called ``standard form'', which is a commonly-used approach for formulating constraints with a mixture of equality and inequality constraints.
UCSD-CCoM-16-01.pdf April 2016