Subset Of Non-convex Second-order Necessary Optimality Conditions And Lagrange Multiplier | Posted on:2008-08-05 | Degree:Master | Type:Thesis | Country:China | Candidate:D H Tian | Full Text:PDF | GTID:2190360215992774 | Subject:Computational Mathematics | Abstract/Summary: | PDF Full Text Request | In this paper, the active rank condition andΛ1(x*) are defined. When the setof lagrange multipliersΛ(x*) is the bounded line segment and x* satisfies the gen-eralized strict complementary slackness condition, the classical necessary second-order optimality condition is proved on the proper set. Two examples are given thatshowed that the classical necessary second-order optimality condition still holdswithout the conditions that the set of lagrange multipliersΛ(x*) is the bounded linesegment and the generalized strict complementary slackness condition. The theorythat the set of lagrange multipliersΛ(x*) is the bounded line segment is extended. | Keywords/Search Tags: | MFCQ, the set of lagrange multipliers, local optimal solution, the active rank condition, the bounded line segment, the generalized strict, complementary slackness condition, necessary condition | PDF Full Text Request | Related items |
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