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Subset Of Non-convex Second-order Necessary Optimality Conditions And Lagrange Multiplier

Posted on:2008-08-05Degree:MasterType:Thesis
Country:ChinaCandidate:D H TianFull Text:PDF
GTID:2190360215992774Subject: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
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