Necessary global optimality conditions for nonlinear programming problems with polynomial constraints
نویسندگان
چکیده
In this paper, we develop necessary conditions for global optimality that apply to non-linear programming problems with polynomial constraints which cover a broad range of optimization problems that arise in applications of continuous as well as discrete optimization. In particular, we show that our optimality conditions readily apply to problems where the objective function is the difference of polynomial and convex functions over polynomial constraints, and to classes of fractional programming problems. Our necessary conditions become also sufficient for global optimality for polynomial programming problems. Our approach makes use of polynomial overestimators and a powerful theorem of the alternative for a system of polynomials from real algebraic geometry. We discuss numerical examples to illustrate the significance of our optimality conditions.
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ورودعنوان ژورنال:
- Math. Program.
دوره 126 شماره
صفحات -
تاریخ انتشار 2011