ROLE OF COPOSITIVITY IN OPTIMALITY CRITERIA FOR NONCONVEX OPTIMIZATION PROBLEMS

被引：19
|
作者：
DANNINGER, G
机构：
[1] Department of Statistics and Computer Sciences, University of Vienna, Vienna
来源：
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS | 1992年 / 75卷 / 03期
关键词：
COPOSITIVE MATRICES; CONVEX MAXIMIZATION PROBLEMS; CONCAVE-MINIMIZATIO; GLOBAL OPTIMALITY CONDITIONS;
D O I：
10.1007/BF00940491
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 necessary and sufficient conditions for local optimality in constrained optimization problems are discussed. For global optimality, a criterion recently developed by Hiriart-Urruty and Lemarechal is thoroughly examined in the case of concave quadratic problems and reformulated into copositivity conditions.
引用
收藏
页码：535 / 558
页数：24
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