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非凸半定规划的最优性条件

The Optimality Conditions for Nonconvex Semidefinite Programming
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摘要 研究了非凸半定规划的一阶和二阶充分性条件.在不变凸性的假设下,给出并证明了广义Karush-KuhnTucker条件是非凸半定规划具有全局最优解的一阶充分性条件.在没有任何广义凸性的假设下,给出了非凸半定规划具有严格局部最优解的二阶充分条件. This paper is devoted to study first and second order sufficient condition for nonconvex semidefinite programming problems.Under invex convexity assumption,we prove that the generalized Karush-Kuhn-Tucker condition is first order sufficient condition for the existence of the global optimal solution for nonconvex semidefinite programming problems.Under assumptions of no generalized convexity,the second order sufficient condition for the existence of the strict local optimal solution is derived.
出处 《西南大学学报(自然科学版)》 CAS CSCD 北大核心 2016年第1期103-108,共6页 Journal of Southwest University(Natural Science Edition)
基金 国家自然科学基金项目(11431004)
关键词 非凸半定规划 最优性条件 不变凸 nonconvex semidefinite programming optimality conditions invex
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