Unified global optimality conditions for smooth minimization problems with mixed variables
Vaithilingam Jeyakumar; Sivakolundu Srisatkunarajah; Nguyen Quang Huy
RAIRO - Operations Research (2008)
- Volume: 42, Issue: 3, page 361-370
- ISSN: 0399-0559
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topJeyakumar, Vaithilingam, Srisatkunarajah, Sivakolundu, and Huy, Nguyen Quang. "Unified global optimality conditions for smooth minimization problems with mixed variables." RAIRO - Operations Research 42.3 (2008): 361-370. <http://eudml.org/doc/250403>.
@article{Jeyakumar2008,
abstract = {
In this paper we establish necessary as well as
sufficient conditions for a given feasible point to be a global
minimizer of smooth minimization problems with mixed variables.
These problems, for instance, cover box constrained smooth minimization
problems and bivalent optimization problems. In particular, our
results provide necessary global optimality conditions for difference
convex minimization problems, whereas our sufficient conditions
give easily verifiable conditions for global optimality of various
classes of nonconvex minimization problems, including the class of
difference of convex and quadratic minimization problems. We
discuss numerical examples to illustrate the optimality
conditions
},
author = {Jeyakumar, Vaithilingam, Srisatkunarajah, Sivakolundu, Huy, Nguyen Quang},
journal = {RAIRO - Operations Research},
keywords = {Nonconvex optimization;
global optimization; optimality conditions; discrete constraints;
box constraints; difference of convex functions; quadratic
minimization.; nonconvex optimization; global optimization; box constraints; quadratic minimization},
language = {eng},
month = {8},
number = {3},
pages = {361-370},
publisher = {EDP Sciences},
title = {Unified global optimality conditions for smooth minimization problems with mixed variables},
url = {http://eudml.org/doc/250403},
volume = {42},
year = {2008},
}
TY - JOUR
AU - Jeyakumar, Vaithilingam
AU - Srisatkunarajah, Sivakolundu
AU - Huy, Nguyen Quang
TI - Unified global optimality conditions for smooth minimization problems with mixed variables
JO - RAIRO - Operations Research
DA - 2008/8//
PB - EDP Sciences
VL - 42
IS - 3
SP - 361
EP - 370
AB -
In this paper we establish necessary as well as
sufficient conditions for a given feasible point to be a global
minimizer of smooth minimization problems with mixed variables.
These problems, for instance, cover box constrained smooth minimization
problems and bivalent optimization problems. In particular, our
results provide necessary global optimality conditions for difference
convex minimization problems, whereas our sufficient conditions
give easily verifiable conditions for global optimality of various
classes of nonconvex minimization problems, including the class of
difference of convex and quadratic minimization problems. We
discuss numerical examples to illustrate the optimality
conditions
LA - eng
KW - Nonconvex optimization;
global optimization; optimality conditions; discrete constraints;
box constraints; difference of convex functions; quadratic
minimization.; nonconvex optimization; global optimization; box constraints; quadratic minimization
UR - http://eudml.org/doc/250403
ER -
References
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