Presentation Name: | Global Optimality Conditions for some Classes of Optimization Problems |
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Presenter: | 吴至友 教授 |
Date: | 2007-12-18 |
Location: | 光华东主楼2001室 |
Abstract: | In this talk, we establish some new necessary and sufficient optimality conditions for global optimization problems. We first establish a necessary and sufficient optimality conditions for general global optimization problems with terms of (ε, L)-subdifferential and (ε, L)-normal set. We then establish tractable optimality conditions for the problems of minimizing a weakly convex or concave function subject to standard constraints, such as box constraints, binary constraints, and simplex constraints. We finally derive a global optimality condition for quadratic problems with arbitrary constraint set, which is necessary and sufficient. Our main theoretical tool for establishing these optimality conditions is abstract convexity.
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Annual Speech Directory: | No.138 |
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