Local saddle points and convexification for nonconvex optimization problems

被引:34
作者
Xu, ZK
机构
[1] Department of Mathematics, Zhejiang Normal University, Jinhua, Zhejiang, People's Rep. C.
关键词
nonconvex optimization; saddle points; convexification; second-order sufficient conditions;
D O I
10.1023/A:1022613419816
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
Recently, Li (Ref. 1) obtained a saddle-point result for a general class of nonconvex optimization problems with inequality constraints, by using a transformation equivalent to taking the pth power of the objective function and the constraints, under several conditions. In this paper, we show that, by an equivalent transformation, using the pth power of the constraints or using the pth power of the objective function and the constraints, the same result can be obtained under much weaker and reasonable conditions. Also, our results can be extended to the problem in which equality and inequality constraints are involved.
引用
收藏
页码:739 / 746
页数:8
相关论文
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LI, D .
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 1995, 85 (02) :309-324
[3]  
Luenberger D. G., 2015, Linear and nonlinear programming, V4th