K-K-T multiploer estimates and objective function lower bounds from projective SUMT

Roger L. Tobin, Terry Lee Friesz, Nihal J. Mehta

Research output: Contribution to journalArticlepeer-review

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.

Original languageEnglish (US)
Pages (from-to)305-313
Number of pages9
JournalOperations Research Letters
Volume13
Issue number5
DOIs
StatePublished - Jan 1 1993

All Science Journal Classification (ASJC) codes

  • Software
  • Management Science and Operations Research
  • Industrial and Manufacturing Engineering
  • Applied Mathematics

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