Second‐Order Global Optimality Conditions for Optimization Problems

Second‐Order Global Optimality Conditions for Optimization Problems

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Article ID: iaor20111365
Volume: 30
Issue: 2
Start Page Number: 271
End Page Number: 284
Publication Date: Nov 2004
Journal: Journal of Global Optimization
Authors:
Keywords: programming: convex
Abstract:

Second‐order optimality conditions are studied for the constrained optimization problem where the objective function and the constraints are compositions of convex functions and twice strictly differentiable functions. A second‐order sufficient condition of a global minimizer is obtained by introducing a generalized representation condition. Second‐order minimizer characterizations for a convex program and a linear fractional program are derived using the generalized representation condition

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