کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
6895342 1445942 2018 19 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Constraint qualifications for convex optimization without convexity of constraints : New connections and applications to best approximation
ترجمه فارسی عنوان
معایب محدودیت برای بهینه سازی محدب بدون محدوده محدودیت: اتصالات و برنامه های جدید برای بهترین تقریب
کلمات کلیدی
برنامه ریزی محدب محدودیت های غیر انحصاری، مدارک محدودیت، بهترین تقریب شرایط مطلوب و مناسب کافی،
موضوعات مرتبط
مهندسی و علوم پایه مهندسی کامپیوتر علوم کامپیوتر (عمومی)
چکیده انگلیسی
We study constraint qualifications and necessary and sufficient optimality conditions for a convex optimization problem with inequality constraints where the constraint functions are continuously differentiable but they are not assumed to be convex. We present constraint qualifications under which the Karush-Kuhn-Tucker conditions are necessary and sufficient for optimality without the convexity of the constraint functions and establish new links among various known constraint qualifications that guarantee necessary Karush-Kuhn-Tucker conditions. We also present a new constraint qualification which is the weakest constraint qualification for the Karush-Kuhn-Tucker conditions to be necessary for optimality of the convex optimization problem. Consequently, we present Lagrange multiplier characterizations for the best approximation from a convex set in the face of nonconvex inequality constraints, extending corresponding known results in the literature. We finally give a table summarizing various links among the constraint qualifications.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: European Journal of Operational Research - Volume 265, Issue 1, 16 February 2018, Pages 19-25
نویسندگان
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