ISSN:
1573-2916
Keywords:
Global optimization
;
optimality condition
;
second-order sufficient condition
;
verification of convexity
;
interval analysis
;
primary 90C30
;
secondary 65G10
Source:
Springer Online Journal Archives 1860-2000
Topics:
Mathematics
Notes:
Abstract This paper presents a new approach to the sufficient conditions of nonlinear programming. Main result is a sufficient condition for the global optimality of a Kuhn-Tucker point. This condition can be verified constructively, using a novel convexity test based on interval analysis, and is guaranteed to prove global optimality of strong local minimizers for sufficiently narrow bounds. Hence it is expected to be a useful tool within branch and bound algorithms for global optimization.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF00121660
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