Global Optimality Conditions for Optimization Problems

摘要：

We establish new necessary and sufficient optimality conditions for optimization problems. In particular, we establish tractable optimality conditions for the problems of minimizing a weakly convex or concave function subject to standard constraints, such as box constraints, binary constraints, and simplex constraints. Our main theoretical tool for establishing these optimality conditions is abstract convexity.

关键词： Global optimization optimality conditions abstract convexity

作者: Zhiyou Wu

作者单位: School of Mathematics and Computer Science, Chongqing Normal University, Chongqing 400047, China Current address: Institute for Statistics and Mathematical Economic Theory, University of Karlsruhe, Karlsruhe, Germany

会议类型: 国际会议

会议名称: The Seventh International Symposium(ISORA08)(第七届国际效力研究及其应用学术会议)

会议地点: 云南丽江

会议语种:英文

页码: 377-384

在线出版日期: 2008-10-31（万方平台首次上网日期，不代表论文的发表时间）