Second-Order Global Optimality Conditions for Optimization Problems |
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| Authors: | X Q Yang |
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| Institution: | (1) Department of Applied Mathematics, The Hong Kong Polytechnic University, Kowloon, Hong Kong |
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| 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 |
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| Keywords: | Convex program Global optimality Linear fractional program Second-order derivative Second-order solution characterization |
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