نتایج جستجو برای: kuhn tucker optimality condition

تعداد نتایج: 337367  

Journal: :Soft Computing 2022

Abstract In this paper, the convex nonsmooth optimization problem with fuzzy objective function and both inequality equality constraints is considered. The Karush–Kuhn–Tucker necessary optimality conditions are proved for such a extremum problem. Further, exact $$l_{1}$$ l 1 </mml:...

Journal: :Math. Program. 2015
Immanuel M. Bomze Michael L. Overton

We study the Celis-Dennis-Tapia (CDT) problem: minimize a non-convex quadratic function over the intersection of two ellipsoids. In contrast to the well-studied trust region problem where the feasible set is just one ellipsoid, the CDT problem is not yet fully understood. Our main objective in this paper is to narrow the difficulty gap that occurs when the Hessian of the Lagrangian is indefinit...

Journal: :CoRR 2017
Hamza Fawzi Mohab Safey El Din

The positive semidefinite rank of a convex body C is the size of its smallest positive semidefinite formulation. We show that the positive semidefinite rank of any convex body C is at least √ log d where d is the smallest degree of a polynomial that vanishes on the boundary of the polar of C. This improves on the existing bound which relies on results from quantifier elimination. Our proof reli...

2015
Vittorio Latorre Simone Sagratella David Y Gao

This paper presents an application of canonical duality theory to the solution of contact problems with Coulomb friction. The contact problem is formulated as a quasi-variational inequality whose solution is found by solving its Karush– Kuhn–Tucker system of equations. The complementarity conditions are reformulated by using the Fischer–Burmeister complementarity function, obtaining a non-conve...

2010
GIUSEPPE CARISTI Giuseppe Caristi Massimiliano Ferrara

Motivated by important applications, the theory of mathematical programming has been extended to the case of infinitely many restrictions. At the same time, this theory knew remarcable developments since invexity and its further generalizations have been introduced as substitute of convexity. Here, we consider the multiobjective programming with a set of restrictions indexed in a compact. We ob...

2007
A. B. Levy

We analyze the perturbations of quasi-solutions to a parameterized nonlinear programming problem, these being feasible solutions accompanied by a Lagrange multiplier vector such that the Karush-Kuhn-Tucker optimality conditions are satisfied. We show under a standard constraint qualification, not requiring uniqueness of the multipliers, that the quasi-solution mapping is differentiable in a gen...

Journal: :Simulation Modelling Practice and Theory 2007
Jack P. C. Kleijnen Jie Wan

This article illustrates the general problem known as ‘simulation optimization’ through an (s,S) inventory management system. In this system, the goal function to be minimized is the expected value of specific inventory costs. Moreover, specific constraints must be satisfied for some random simulation responses, namely the service or fill rate, and for some deterministic simulation inputs, name...

2007
S. K. Mishra J. S. Rautela R. P. Pant

The aim of the present paper is to obtain a number of Kuhn-Tucker type sufficient optimality conditions for a feasible solution to be an efficient solution under the assumptions of the new notions of weak strictly pseudo quasi α-univex, strong pseudo quasi α-univex, and weak strictly pseudo α-univex vector valued functions. We also derive the duality theorems for Mond-Weir and general Mond-Wei...

Journal: :J. Optimization Theory and Applications 2011
Stephan Dempe Alain B. Zemkoho

We consider the optimal value reformulation of the bilevel programming problem. It is shown that the Mangasarian-Fromowitz constraint qualification in terms of the basic generalized differentiation constructions of Mordukhovich, which is weaker than the one in terms of Clarke’s nonsmooth tools, fails without any restrictive assumption. Some weakened forms of this constraint qualification are th...

1996
Francisco Facchinei Andreas Fischer Christian Kanzow Ji-Ming Peng

The Karush-Kuhn-Tucker (KKT) conditions can be regarded as optimality conditions for both variational inequalities and constrained optimization problems. In order to overcome some drawbacks of recently proposed reformulations of KKT systems, we propose to cast KKT systems as a minimization problem with nonnegativity constraints on some of the variables. We prove that, under fairly mild assumpti...

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