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 |
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Hauptverfasser: | , |
Format: | Artikel |
Sprache: | eng |
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Online-Zugang: | Volltext |
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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. |
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ISSN: | 0025-5610 1436-4646 |
DOI: | 10.1007/BF02591683 |