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

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