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.
All Science Journal Classification (ASJC) codes
- Management Science and Operations Research
- Industrial and Manufacturing Engineering
- Applied Mathematics