Primal and dual optimality criteria in convex programming
Tóm tắt
This paper considers the problem of minimizing a convex differentiable function subject to convex differentiable constraints. Necessary and sufficient conditions (not requiring any constraints qualification) for a point to be an optimal solution are given in terms of a parametric linear program. Dual characterization theorems are then derived, which generalizes the classical results ofKuhn-Tucker andJohn.