Necessary and sufficient conditions in constrained optimization

Additional conditions are attached to the Kuhn-Tucker conditions giving a set of conditions which are both necessary and sufficient for optimality in constrained optimization, under appropriate constraint qualification. Necessary and sufficient conditions are also given for optimality of the dual pr...

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Veröffentlicht in:Mathematical programming 1987-02, Vol.37 (1), p.51-58
Hauptverfasser: HANSON, M. A, MOND, B
Format: Artikel
Sprache:eng
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Zusammenfassung:Additional conditions are attached to the Kuhn-Tucker conditions giving a set of conditions which are both necessary and sufficient for optimality in constrained optimization, under appropriate constraint qualification. Necessary and sufficient conditions are also given for optimality of the dual problem. Duality and converse duality are treated accordingly.
ISSN:0025-5610
1436-4646
DOI:10.1007/BF02591683