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1.1.2.2 Karun–Kush–Tucker First‐Order Sufficient Optimality Conditions

Оглавление

Consider the sets and . Then, if the following conditions hold:

  is pseudo‐convex at with respect to all other feasible points x.

  for all are quasi‐convex at with respect to all other feasible points x.

  for all are quasi‐convex at with respect to all other feasible points x.

  for all are quasi‐concave at with respect to all other feasible points x.

then is a global optimum of problem (1.10). If the aforementioned conditions hold only within a ball of radius around , then is a local optimum of problem (1.10).

Multi-parametric Optimization and Control

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