Nonlinear Lagrangian theory for nonconvex optimization.

DOI10.1023/A:1017513905271zbMath1049.90119MaRDI QIDQ5942347

C. J. Goh, Xiao Qi Yang

Publication date: 28 August 2001

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

zbMATH Keywords

inequality constraints, nonlinear Lagrangian, nonconvex optimization, sufficient and necessary conditions, zero duality gap

Mathematics Subject Classification ID

Optimality conditions and duality in mathematical programming (90C46) Set-valued and variational analysis (49J53)

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Uses Software

• Matlab
• FSQP
• FFSQP(f77)
• Optimization Toolbox

Cites Work

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• A general theory of dual optimization problems
• Zero duality gaps in infinite-dimensional programming
• Second-order global optimality conditions for convex composite optimization
• Zero duality gap for a class of nonconvex optimization problems
• Necessary and Sufficient Conditions for a Local Minimum. 1: A Reduction Theorem and First Order Conditions
• Necessary and Sufficient Conditions for a Local Minimum. 3: Second Order Conditions and Augmented Duality
• Second order necessary and sufficient conditions for convex composite NDO
• An Extension of Duality-Stability Relations to Nonconvex Optimization Problems
• Global Optimality Criterion and a Duality with a Zero Gap in Nonconvex Optimization
• Variational Analysis