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Second-Order Global Optimality Conditions for Optimization Problems

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Abstract

Second-order optimality conditions are studied for the constrained optimization problem where the objective function and the constraints are compositions of convex functions and twice strictly differentiable functions. A second-order sufficient condition of a global minimizer is obtained by introducing a generalized representation condition. Second-order minimizer characterizations for a convex program and a linear fractional program are derived using the generalized representation condition

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Yang, X.Q. Second-Order Global Optimality Conditions for Optimization Problems. J Glob Optim 30, 271–284 (2004). https://doi.org/10.1007/s10898-004-8268-x

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  • DOI: https://doi.org/10.1007/s10898-004-8268-x

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