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Global Optimality Conditions for Nonconvex Optimization

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Abstract

In this paper we give an analytical equivalent for the inclusion of a set to the Lebesque set of a convex function. Using this results, we obtain global optimality conditions (GOC) related to classical optimization theory for convex maximization and reverse-convex optimization. Several examples illustrate the effectiveness of these optimality conditions allowing to escape from stationary points and local extremums.

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  1. Mathematical Faculty, Irkutsk State University, Irkutsk, Russia e-mail

    Alexander S. Strekalovsky

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  1. Alexander S. Strekalovsky
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Strekalovsky, A.S. Global Optimality Conditions for Nonconvex Optimization. Journal of Global Optimization 12, 415–434 (1998). https://doi.org/10.1023/A:1008277314050

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