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Chapter 21: ★ Mathematical Programming Optimality Conditions

Chapter 21: ★ Mathematical Programming Optimality Conditions

pp. 284-296

Authors

, Carnegie Mellon University, Pennsylvania, , Georgia Institute of Technology
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Extract

In this chapter, we derive the standard first- and second-order necessary/sufficient conditions for local optimality of a feasible solution to a (possibly nonconvex) mathematical programming problem. We conclude the chapter by illustrating these on the S-Lemma.

Keywords

  • general-type mathematical programming problem
  • regular feasible solution
  • local optimality
  • first- and second-order necessary/sufficient conditions for local optimality of a regular feasible solution
  • S-Lemma

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