Second-order global optimality conditions for optimization problems

被引：2

作者：

Yang, XQ ^{[1
]}

机构：

[1] Hong Kong Polytech Univ, Dept Math Appl, Kowloon, Hong Kong, Peoples R China

来源：

JOURNAL OF GLOBAL OPTIMIZATION | 2004年 / 30卷 / 2-3期

关键词：

convex program; global optimality; linear fractional program; second-order derivative; second-order solution characterization;

D O I：

10.1007/s10898-004-8268-x

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：

Second-order optimality conditions are studied for the constrained optimization problem where the objective function and the constraints are compositions of convex functions and twice strictly differentiable functions. A second-order sufficient condition of a global minimizer is obtained by introducing a generalized representation condition. Second-order minimizer characterizations for a convex program and a linear fractional program are derived using the generalized representation condition.

引用

页码：271 / 284

页数：14

共 15 条

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