Boundedness of the inverse of a regularized Jacobian matrix in constrained optimization and applications

被引:0
|
作者
Paul Armand
Ngoc Nguyen Tran
机构
[1] University of Limoges,XLIM Laboratory
[2] Quy Nhon University,Department of Mathematics and Statistics
来源
Optimization Letters | 2022年 / 16卷
关键词
Constrained optimization; Regularization; 90C06; 90C20; 90C51; 90C55; 65F05; 65F22; 65F50; 65K10;
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摘要
This short paper describes a boundedness property of the inverse of a regularized Jacobian matrix that arises in optimization algorithms for solving constrained problems. The regularization considered here is to overcome a rank deficiency of the Jacobian matrix of constraints. We show that the norm of the inverse of the regularized matrix is locally bounded by a coefficient inversely proportional to the regularization parameter. We also show how this result can be used for the local convergence analysis of algorithms without a constraint qualification hypothesis.
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页码:2359 / 2371
页数:12
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