On KKT Points of Homogeneous Programs |
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| Authors: | Y B Zhao D Li |
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| Institution: | (1) Institute of Applied Mathematics, Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Beijing, China;(2) Department of Systems Engineering and Engineering Management, Chinese University of Hong Kong, Shatin, NT, Hong Kong |
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| Abstract: | Homogeneous programming is an important class of optimization problems. The purpose of this note is to give a truly equivalent characterization of KKT points of homogeneous programming problems, correcting a result given by Lasserre and Hiriart-Urruty in Ref. 1.Communicated by P. TsengThis work was partially supported by the National Natural Science Foundation of China, Grants 10201032 and 70221001, and by the Research Grants Council, Hong Kong, Grant CUHK4180/03E.The authors thank two anonymous referees for valuable remarks and insights that have helped improving the paper. |
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| Keywords: | Homogeneous programming KKT points quadratic optimization |
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