Global optimality conditions for nonlinear programming problems with bounds via quadratic underestimators

被引：0

作者：

Jeyakumar, V. ^{[1
]}

Huy, N. Q. ^{[2
]}

机构：

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

[2] Hanoi Pedag Univ, Dept Math, Vinh Phuc, Vietnam

来源：

OPTIMIZATION | 2010年 / 59卷 / 02期

基金：

澳大利亚研究理事会;

关键词：

smooth nonlinear programming problems; global optimization; optimality conditions; box constraints; discrete constraints; MINIMIZATION PROBLEMS; INEQUALITY CONSTRAINTS;

D O I：

10.1080/02331930801951199

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 article we develop conditions for feasible points to be global minimizers of nonlinear programming problems with bounds on the variables. We obtain sufficient conditions for global optimality, first by constructing quadratic underestimators of the objective function and then by deriving conditions for global minimizers of underestimators. We also apply this method to optimization problems with discrete variables and obtain global optimality conditions for nonlinear programming problems with discrete variables. Numerical examples are discussed to illustrate the optimality conditions.

引用

页码：161 / 173

页数：13

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