On representations of the feasible set in convex optimization

被引:45
|
作者
Lasserre, Jean Bernard [1 ,2 ]
机构
[1] Univ Toulouse, LAAS, CNRS, F-31077 Toulouse 4, France
[2] Univ Toulouse, Inst Math, LAAS, F-31077 Toulouse, France
关键词
Convex optimization; Convex programming; Karush-Kuhn-Tucker optimality conditions;
D O I
10.1007/s11590-009-0153-6
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
We consider the convex optimization problem min(x){f (x) : g(j) (x) <= 0, j = 1, ..., m} where f is convex, the feasible set K is convex and Slater's condition holds, but the functions g(j)'s are not necessarily convex. We show that for any representation of K that satisfies a mild nondegeneracy assumption, every minimizer is a Karush-Kuhn-Tucker (KKT) point and conversely every KKT point is a minimizer. That is, the KKT optimality conditions are necessary and sufficient as in convex programming where one assumes that the g(j)'s are convex. So in convex optimization, and as far as one is concerned with KKT points, what really matters is the geometry of K and not so much its representation.
引用
收藏
页码:1 / 5
页数:5
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