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Exact Regularization of Nonlinear Programs and Applications

机译:非线性计划和应用程序的确切正则化

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The regularization of a nonlinear program is exact if all solutions of the regularized problem are also solutions of the original problem for all values of the regularization parameter below some positive threshold. In this talk, we show that the regularization is exact if and only if the Lagrangian function of a certain selection problem has a saddle point. Moreover, the regularization parameter threshold is inversely related to the Lagrange multiplier associated with the saddle point. Our results not only provide a fresh perspective on exact regularization but also extend the main results of Friedlander and Tseng [2] on a characterization of exact regularization of a convex program to that of a nonlinear (not necessarily convex) program. We also examine inner-connections among exact regularization, exact penalization of nonlinear programs and the existence of a weak sharp minimum for certain associated nonlinear programs.
机译:非线性程序的正则化是精确的,如果正则化问题的所有解决方案也是正则化参数的所有值的原始问题的解决方案,低于一些正阈值。在这次谈话中,我们表明,如果只有当某个选择问题的拉格朗日函数具有鞍点时,才会进行正则化是精确的。此外,正则化参数阈值与与鞍点关联的拉格朗日乘数相反。我们的结果不仅可以在精确的正则化提供新的视角,还可以扩展弗里德兰人和曾[2]的主要结果,以表征到非线性(不一定凸起)计划的凸面的精确正则化。我们还在确切的正则化,对非线性计划的精确惩罚以及某些相关非线性计划的确切惩罚的内在连接。

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