Abstract
Second-order optimality conditions are studied for the constrained optimization problem where the objective function and the constraints are compositions of convex functions and twice strictly differentiable functions. A second-order sufficient condition of a global minimizer is obtained by introducing a generalized representation condition. Second-order minimizer characterizations for a convex program and a linear fractional program are derived using the generalized representation condition. Printed in the Netherlands.
| Original language | English |
|---|---|
| Pages (from-to) | 271-284 |
| Number of pages | 14 |
| Journal | Journal of Global Optimization |
| Volume | 30 |
| Issue number | 2 |
| DOIs | |
| Publication status | Published - 1 Nov 2004 |
Keywords
- Convex program
- Global optimality
- Linear fractional program
- Second-order derivative
- Second-order solution characterization
ASJC Scopus subject areas
- Computer Science Applications
- Control and Optimization
- Management Science and Operations Research
- Applied Mathematics