First-order conditions for isolated locally optimal solutions |
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Authors: | A Shapiro F Al-Khayyal |
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Institution: | (1) School of Industrial and Systems Engineering, Georgia Institute of Technology, Atlanta, Georgia |
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Abstract: | There are well-known first-order sufficient conditions for a pointx
0 to be a strict locally optimal solution of a nonlinear programming problem. In this paper, we show that these conditions also guarantee thatx
0 is an isolated stationary point of the considered program provided a constraint qualification holds. This result has an interesting application to finite convergence of algorithms along the lines suggested by Al-Khayyal and Kyparisis.This research was supported in part by National Science Foundation Grant DDM-91-14489. |
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Keywords: | First-order optimality conditions tangent cones monotone multifunctions finite convergence of algorithms |
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