Unified global optimality conditions for smooth minimization problems with mixed variables

被引：2

作者：

Jeyakumar, Vaithilingam ^{[1
]}

Srisatkunarajah, Sivakolundu ^{[1
]}

Huy, Nguyen Quang ^{[1
,2
]}

机构：

[1] Univ New S Wales, Dept Appl Math, Sydney, NSW 2052, Australia

[2] Hanoi Pedagog Univ, Hanoi, Vietnam

来源：

RAIRO-OPERATIONS RESEARCH | 2008年 / 42卷 / 03期

基金：

澳大利亚研究理事会;

关键词：

nonconvex optimization; global optimization; optimality conditions; discrete constraints; box constraints; difference of convex functions; quadratic minimization;

D O I：

10.1051/ro:2008019

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

In this paper we establish necessary as well as sufficient conditions for a given feasible point to be a global minimizer of smooth minimization problems with mixed variables. These problems, for instance, cover box constrained smooth minimization problems and bivalent optimization problems. In particular, our results provide necessary global optimality conditions for difference convex minimization problems, whereas our sufficient conditions give easily veri. able conditions for global optimality of various classes of nonconvex minimization problems, including the class of difference of convex and quadratic minimization problems. We discuss numerical examples to illustrate the optimality conditions.

引用

页码：361 / 370

页数：10

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