• Title of article

    New Kuhn–Tucker sufficiency for global optimality via convexification Original Research Article

  • Author/Authors

    V. Jeyakumar، نويسنده , , G.M. Lee، نويسنده , , S. Srisatkunarajah، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2009
  • Pages
    9
  • From page
    373
  • To page
    381
  • Abstract
    In this paper, we first establish that the Kuhn–Tucker necessary optimality condition is sufficient for global optimality of the class of convexifiable programming problems with bounds on variables for which a local minimizer is global. This result yields easily verifiable Kuhn–Tucker sufficient conditions for non-convex quadratic programs. We also present new conditions for a feasible point which satisfies the Kuhn–Tucker conditions to be a global minimizer of multi-extremal mathematical programming problems which may have local minimizers that are not global. In the multi-extremal case, the convexifiability of an augmented Lagrangian function plays a key role in deriving the result. As an application, we also derive sufficient optimality conditions for multi-extremal bivalent programming problems. Several examples are given to illustrate the significance of the results.
  • Keywords
    Multi-extremal problems , Bivalent programs , Kuhn–Tucker sufficient optimality , Quadratic programs , Convexifiable programs , Convexifiable functions
  • Journal title
    Nonlinear Analysis Theory, Methods & Applications
  • Serial Year
    2009
  • Journal title
    Nonlinear Analysis Theory, Methods & Applications
  • Record number

    861179