
Accession Number : AD0658069
Title : SECONDORDER CONDITIONS FOR CONSTRAINED MINIMA.
Descriptive Note : Technical paper,
Corporate Author : RESEARCH ANALYSIS CORP MCLEAN VA
Personal Author(s) : McCormick,Garth P.
Report Date : JUN 1967
Pagination or Media Count : 23
Abstract : This paper establishes two sets of 'secondorder' conditionsone that is necessary, and the other that is sufficient that a vector chi* be a local minimum to the constrained optimization problem: minimize f(chi) subject to the constraints g sub i(chi) = or > 0, i = 1,...,m, and h sub j(chi) = 0, j=1,...,p where the problem functions are twice continuously differentiable. The necessary conditions extend the wellknown results obtained with Lagrange multipliers that apply to equalityconstrained optimization problems, and the KuhnTucker conditions that apply to mixed inequality and equality problems when the problem functions are required only to have continuous first derivatives. The sufficient conditions extend similar conditions that have been developed only for equalityconstrained problems. Examples of the applications of these sets of conditions are given. (Author)
Descriptors : (*MATHEMATICAL PROGRAMMING, OPTIMIZATION), (*NONLINEAR PROGRAMMING, OPTIMIZATION), INEQUALITIES, VECTOR SPACES, OPERATORS(MATHEMATICS), MATRICES(MATHEMATICS), THEOREMS
Subject Categories : Theoretical Mathematics
Operations Research
Distribution Statement : APPROVED FOR PUBLIC RELEASE