Optimality Conditions for Quasiconvex Programs

Optimality Conditions for Quasiconvex Programs

We present necessary and sufficient optimality conditions for a problem with a convex set constraint and a quasiconvex objective function. We apply the obtained results to a mathematical programming problem involving quasiconvex functions.

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Veröffentlicht in:SIAM journal on optimization 2006-01, Vol.17 (2), p.500-510
Hauptverfasser: Thi Hong Linh, Nguyen, Penot, Jean‐Paul
Format: Artikel
Sprache:eng
Schlagworte:
Applied mathematics
Convex analysis
Equality
Mathematical programming
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Zusammenfassung:We present necessary and sufficient optimality conditions for a problem with a convex set constraint and a quasiconvex objective function. We apply the obtained results to a mathematical programming problem involving quasiconvex functions.
ISSN:1052-6234
1095-7189
DOI:10.1137/040621843