A parametric characterization of local optimality

A parametric characterization of local optimality

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Article ID: iaor20041179
Country: Germany
Volume: 57
Issue: 1
Start Page Number: 101
End Page Number: 109
Publication Date: Jan 2003
Journal: Mathematical Methods of Operations Research (Heidelberg)
Authors:
Abstract:

In a series of papers, Hiriart–Urruty proposed necessary and sufficient global optimality conditions for the so-called d.c. problem and the convex maximization problem. In this paper, we investigate the underlying local optimality conditions, which, in general, are necessary, but not sufficient conditions. We establish sufficient local optimality conditions related to Hiriart–Urruty's conditions and discuss the meaning of a certain critical parameter value appearing in this condition.

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