On the behavior of Lagrange multipliers in convex and non-convex infeasible interior point methods

This paper analyzes sequences generated by infeasible interior point methods. In convex and non-convex settings, we prove that moving the primal feasibility at the same rate as complementarity will ensure that the Lagrange multiplier sequence will remain bounded, provided the limit point of the primal sequence has a Lagrange multiplier, without constraint qualification assumptions. We … Read more

Variational Properties of Value Functions

Regularization plays a key role in a variety of optimization formulations of inverse problems. A recurring question in regularization approaches is the selection of regularization parameters, and its effect on the solution and on the optimal value of the optimization problem. The sensitivity of the value function to the regularization parameter can be linked directly … Read more

Semi-infinite programming, duality, discretization and optimality conditions

The aim of this paper is to give a survey of some basic theory of semi-infinite programming. In particular, we discuss various approaches to derivations of duality, discretization and first and second order optimality conditions. Some of the surveyed results are well known while others seem to be less noticed in that area of research. … Read more