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Necessary and sufficient conditions in constrained optimization |
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| Authors: | M A Hanson B Mond |
| Institution: | (1) Department of Statistics, The Florida State University, 32306-3033 Tallahassee, FL, USA;(2) Department of Mathematics, La Trobe University, 3083 Bundoora, Victoria, Australia |
| Abstract: | Additional conditions are attached to the Kuhn-Tucker conditions giving a set of conditions which are both necessary and sufficient for optimality in constrained optimization, under appropriate constraint qualifications. Necessary and sufficient conditions are also given for optimality of the dual problem. Duality and converse duality are treated accordingly. |
| Keywords: | Necessary and sufficient conditions Kuhn-Tucker conditions invexity type I and type II functions duality converse duality |
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