نتایج جستجو برای: kuhn tucker optimality condition

تعداد نتایج: 337367  

Journal: :Math. Oper. Res. 2006
Jane J. Ye

In this paper we consider the bilevel programming problem (BLPP), which is a sequence of two optimization problems where the constraint region of the upper-level problem is determined implicitly by the solution set to the lower-level problem. We extend well-known constraint qualifications for nonlinear programming problems such as the Abadie constraint qualification, the Kuhn-Tucker constraint ...

2003
S. FROMOVITZ

Optimality criteria form the foundations of mathematical programming both theoretically and computationally. In general, these criteria can be classified as either necessary or sufficient. Of course, one would like to have the same criterion be both necessary and sufficient. However, this occurs only under somewhat ideal conditions which are rarely satisfied in practice. In the absence of conve...

Journal: :SIAM Journal on Optimization 2001
Jean B. Lasserre

We consider the problem of finding the unconstrained global minimum of a realvalued polynomial p(x) : Rn → R, as well as the global minimum of p(x), in a compact set K defined by polynomial inequalities. It is shown that this problem reduces to solving an (often finite) sequence of convex linear matrix inequality (LMI) problems. A notion of Karush–Kuhn–Tucker polynomials is introduced in a glob...

Journal: :Math. Program. 2003
J. J. Ye Qiji J. Zhu

We study a general multiobjective optimization problem with variational inequality, equality, inequality and abstract constraints. Fritz John type necessary optimality conditions involving Mordukhovich coderivatives are derived. They lead to Kuhn-Tucker type necessary optimality conditions under additional constraint qualifications including the calmness condition, the error bound constraint qu...

2007
Jane J. Ye Soon-Yi Wu E. Polak

In this paper we study first order optimality conditions for the class of generalized semi-infinite programming problems (GSIPs). We extend various wellknown constraint qualifications for finite programming problems to GSIPs and analyze the extent to which a corresponding Karush-Kuhn-Tucker (KKT) condition depends on these extensions. It is shown that in general the KKT condition for GSIPs take...

2008
S. K. Mishra J. S. Rautela R. P. Pant

⎯ The aim of the present work is to characterize weakly efficient solution of multiobjective programming problems under the assumptions of α-invexity, using the concepts of critical point and Kuhn-Tucker stationary point for multiobjective programming problems. In this paper, we also extend the above results to the nondifferentiable multiobjective programming problems. The use of α-invex functi...

Journal: :Computers & Mathematics with Applications 2007
E. E. Ammar

This paper is concerned with the study of necessary and sufficient optimality conditions for convex–concave fractional disjunctive programming problems for which the decision set is the union of a family of convex sets. The Lagrangian function for such problems is defined and the Kuhn–Tucker saddle and stationary points are characterized. In addition, some important theorems related to the Kuhn...

Journal: :Mathematical and Computer Modelling 2008
E. E. Ammar

This paper is concerned with the study of necessary and sufficient optimality conditions for convex–concave generalized fractional disjunctive programming problems for which the decision set is the union of a family of convex sets. The Lagrangian function for such problems is defined and the Kuhn–Tucker Saddle and Stationary points are characterized. In addition, some important theorems related...

Journal: :Math. Oper. Res. 2011
Jane J. Ye

The multiobjective bilevel program is a sequence of two optimization problems, with the upper-level problem being multiobjective and the constraint region of the upper level problem being determined implicitly by the solution set to the lower-level problem. In the case where the Karush-Kuhn-Tucker (KKT) condition is necessary and sufficient for global optimality of all lower-level problems near...

2004
Jane J. Ye

In this paper we consider a mathematical program with equilibrium constraints (MPEC) formulated as a mathematical program with complementarity constraints. Various stationary conditions for MPECs exist in literature due to different reformulations. We give a simple proof to the M-stationary condition and show that it is sufficient for global or local optimality under some MPEC generalized conve...

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