Transposition Theorems and Qualification-Free Optimality Conditions

نویسندگان

  • Hermann Schichl
  • Arnold Neumaier
چکیده

New theorems of the alternative for polynomial constraints (based on the Positivstellensatz from real algebraic geometry) and for linear constraints (generalizing the transposition theorems of Motzkin and Tucker) are proved. Based on these, two Karush-John optimality conditions – holding without any constraint qualification – are proved for singleor multi-objective constrained optimization problems. The first condition applies to polynomial optimization problems only, and gives for the first time necessary and sufficient global optimality conditions for polynomial problems. The second condition applies to smooth local optimization problems and strengthens known local conditions. If some linear or concave constraints are present, the new version reduces the number of constraints for which a constraint qualification is needed to get the Kuhn-Tucker conditions.

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عنوان ژورنال:
  • SIAM Journal on Optimization

دوره 17  شماره 

صفحات  -

تاریخ انتشار 2006