Second-order sufficient optimality conditions for local and global nonlinear programming |
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Authors: | Arnold Neumaier |
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Institution: | (1) AT&T Bell Laboratories, 600 Mountain Avenue, 07974-0636 Murray Hill, NJ, U.S.A. |
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Abstract: | This paper presents a new approach to the sufficient conditions of nonlinear programming. Main result is a sufficient condition for the global optimality of a Kuhn-Tucker point. This condition can be verified constructively, using a novel convexity test based on interval analysis, and is guaranteed to prove global optimality of strong local minimizers for sufficiently narrow bounds. Hence it is expected to be a useful tool within branch and bound algorithms for global optimization. |
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Keywords: | Global optimization optimality condition second-order sufficient condition verification of convexity interval analysis |
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