Electronic Resource
Springer
Journal of optimization theory and applications
25 (1978), S. 161-170
ISSN:
1573-2878
Keywords:
Optimality
;
convex programming
;
feasible directions
;
cones of decrease
;
cones of constancy
Source:
Springer Online Journal Archives 1860-2000
Topics:
Mathematics
Notes:
Abstract A simplification of recent characterizations of optimality in convex programming involving the cones of decrease and constancy of the objective and constraint functions is presented. In the original characterization due to Ben-Israelet al., optimality was verified or a feasible direction of decrease was determined by considering a number of sets equal to the number of subsets of the set of binding constraints. By first finding the set of constraints which is binding at every feasible point, it is possible to verify optimality or determine a feasible direction of decrease by considering a single set. In the case of faithfully convex functions, this set can be found by solving at mostp systems of linear equations and inequalities, wherep is the number of constraints.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF00933262
Permalink
|
Location |
Call Number |
Expected |
Availability |