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
Link To Document :
بازگشت