K-K-T MULTIPLIER ESTIMATES AND OBJECTIVE FUNCTION LOWER BOUNDS FROM PROJECTIVE SUMT

Authors
TOBIN RL FRIESZ TL MEHTA NJ
Citation
Rl. Tobin et al., K-K-T MULTIPLIER ESTIMATES AND OBJECTIVE FUNCTION LOWER BOUNDS FROM PROJECTIVE SUMT, Operations research letters, 13(5), 1993, pp. 305-313
Citations number
16
Categorie Soggetti
Operatione Research & Management Science","Operatione Research & Management Science
Journal title
Operations research letters → ACNP
ISSN journal
01676377
Volume
13
Issue
5
Year of publication
1993
Pages
305 - 313
Database
ISI
SICI code
0167-6377(1993)13:5<305:KMEAOF>2.0.ZU;2-I
Abstract
Estimates of Karush-Kuhn-Tucker (K-K-T) multipliers and a lower bound on the objective function are derived from information available at an iteration of projective SUMT. The calculations are independent of the method used to follow the trajectory of projective SUMT differential equations, and do not require the value of the barrier multiplier.