Global Optimality Conditions for Nonlinear Programming Problems with Linear Equality Constraints

[摘要] Some necessary global optimality conditions and sufficient globaloptimality conditions for nonconvex minimization problems with a quadratic inequalityconstraint and a linear equality constraint are derived. In particular, global optimality conditionsfor nonconvex minimization over a quadratic inequality constraint which extend someknown global optimality conditions in the existing literature are presented. Some numericalexamples are also given to illustrate that a global minimizer satisfies the necessary globaloptimality conditions but a local minimizer which is not global may fail to satisfy them.

[学科分类] 应用数学