In this paper we establish necessary as well as sufficient conditions for a given feasible point to be a global minimizer of smooth minimization problems with mixed variables. These problems, for instance, cover box constrained smooth minimization problems and bivalent optimization problems. In particular, our results provide necessary global optimality conditions for difference convex minimization problems, whereas our sufficient conditions give easily verifiable conditions for global optimality of various classes of nonconvex minimization problems, including the class of difference of convex and quadratic minimization problems. We discuss numerical examples to illustrate the optimality conditions
Mots-clés : nonconvex optimization, global optimization, optimality conditions, discrete constraints, box constraints, difference of convex functions, quadratic minimization
@article{RO_2008__42_3_361_0, author = {Jeyakumar, Vaithilingam and Srisatkunarajah, Sivakolundu and Huy, Nguyen Quang}, title = {Unified global optimality conditions for smooth minimization problems with mixed variables}, journal = {RAIRO - Operations Research - Recherche Op\'erationnelle}, pages = {361--370}, publisher = {EDP-Sciences}, volume = {42}, number = {3}, year = {2008}, doi = {10.1051/ro:2008019}, mrnumber = {2444492}, zbl = {1153.90544}, language = {en}, url = {http://www.numdam.org/articles/10.1051/ro:2008019/} }
TY - JOUR AU - Jeyakumar, Vaithilingam AU - Srisatkunarajah, Sivakolundu AU - Huy, Nguyen Quang TI - Unified global optimality conditions for smooth minimization problems with mixed variables JO - RAIRO - Operations Research - Recherche Opérationnelle PY - 2008 SP - 361 EP - 370 VL - 42 IS - 3 PB - EDP-Sciences UR - http://www.numdam.org/articles/10.1051/ro:2008019/ DO - 10.1051/ro:2008019 LA - en ID - RO_2008__42_3_361_0 ER -
%0 Journal Article %A Jeyakumar, Vaithilingam %A Srisatkunarajah, Sivakolundu %A Huy, Nguyen Quang %T Unified global optimality conditions for smooth minimization problems with mixed variables %J RAIRO - Operations Research - Recherche Opérationnelle %D 2008 %P 361-370 %V 42 %N 3 %I EDP-Sciences %U http://www.numdam.org/articles/10.1051/ro:2008019/ %R 10.1051/ro:2008019 %G en %F RO_2008__42_3_361_0
Jeyakumar, Vaithilingam; Srisatkunarajah, Sivakolundu; Huy, Nguyen Quang. Unified global optimality conditions for smooth minimization problems with mixed variables. RAIRO - Operations Research - Recherche Opérationnelle, Tome 42 (2008) no. 3, pp. 361-370. doi : 10.1051/ro:2008019. http://www.numdam.org/articles/10.1051/ro:2008019/
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