Please use this identifier to cite or link to this item:
http://repo.lib.jfn.ac.lk/ujrr/handle/123456789/171
Title: | New Kuhn-Tucker sufficiency for global optimality via convexification |
Authors: | Jeyakumar, V Lee, G.M Srisatkunarajah, S |
Keywords: | Bivalent programs;Convexifiable functions;Convexifiable programs;Kuhn-Tucker sufficient optimality;Multi-extremal problems;Quadratic programs |
Issue Date: | Jul-2009 |
Publisher: | Elsevier Ltd |
Abstract: | In this paper, we first establish that the Kuhn-Tucker necessary optimality condition is sufficient for global optimality of the class of convexifiable programming problems with bounds on variables for which a local minimizer is global. This result yields easily verifiable Kuhn-Tucker sufficient conditions for non-convex quadratic programs. We also present new conditions for a feasible point which satisfies the Kuhn-Tucker conditions to be a global minimizer of multi-extremal mathematical programming problems which may have local minimizers that are not global. In the multi-extremal case, the convexifiability of an augmented Lagrangian function plays a key role in deriving the result. As an application, we also derive sufficient optimality conditions for multi-extremal bivalent programming problems. Several examples are given to illustrate the significance of the results. |
URI: | http://repo.lib.jfn.ac.lk/ujrr/handle/123456789/171 |
ISSN: | 0362546X |
Appears in Collections: | Mathematics and Statistics |
Files in This Item:
File | Description | Size | Format | |
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4.New Kuhn-Jeyakumar.pdf | 178.24 kB | Adobe PDF | View/Open |
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