Digitale Medien
Springer
Journal of optimization theory and applications
25 (1978), S. 161-170
ISSN:
1573-2878
Schlagwort(e):
Optimality
;
convex programming
;
feasible directions
;
cones of decrease
;
cones of constancy
Quelle:
Springer Online Journal Archives 1860-2000
Thema:
Mathematik
Notizen:
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.
Materialart:
Digitale Medien
URL:
http://dx.doi.org/10.1007/BF00933262
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