Second-Order Global Optimality Conditions for Optimization Problems

  • Authors:
  • X. Q. Yang

  • Affiliations:
  • Department of Applied Mathematics, The Hong Kong Polytechnic University, Kowloon, Hong Kong

  • Venue:
  • Journal of Global Optimization
  • Year:
  • 2004

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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