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

页码：535 / 558

页数：24

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