Nonlinear Separation Approach to Constrained Extremum Problems

Nonlinear Separation Approach to Constrained Extremum Problems

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Article ID: iaor20124806
Volume: 154
Issue: 3
Start Page Number: 842
End Page Number: 856
Publication Date: Sep 2012
Journal: Journal of Optimization Theory and Applications
Authors: , ,
Keywords: programming: nonlinear
Abstract:

In this paper, by virtue of a nonlinear scalarization function, two nonlinear weak separation functions, a nonlinear regular weak separation function, and a nonlinear strong separation function are first introduced, respectively. Then, by the image space analysis, a global saddle‐point condition for a nonlinear function is investigated. It is shown that the existence of a saddle point is equivalent to a nonlinear separation of two suitable subsets of the image space. Finally, some necessary and sufficient optimality conditions are obtained for constrained extremum problems.

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