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作者机构:Univ Fed Minas Gerais Grad Program Elect Engn Av Antonio Carlos 6627 BR-31270901 Belo Horizonte MG Brazil Univ Fed Minas Gerais Dept Elect Engn Belo Horizonte MG Brazil Univ Fed Minas Gerais Dept Math Belo Horizonte MG Brazil
出 版 物:《OPERATIONS RESEARCH LETTERS》 (运筹学快报)
年 卷 期:2016年第44卷第3期
页 面:302-306页
核心收录:
学科分类:1201[管理学-管理科学与工程(可授管理学、工学学位)] 07[理学] 070104[理学-应用数学] 0701[理学-数学]
基 金:Brazilian agency CNPq Brazilian agency CAPES
主 题:Nonlinear programming Pareto-optimality Infeasibility certificate
摘 要:This paper proposes a new necessary condition for the infeasibility of nonlinear optimization problems, that becomes also sufficient under a convexity assumption, which is stated as a Pareto-criticality condition of an auxiliary multi-objective optimization problem. This condition is evaluated in a search that either leads to a feasible point or to a point at which the infeasibility conditions hold. The resulting infeasibility certificate has global validity in convex problems and has at least a local meaning in generic nonlinear problems. (C) 2016 Elsevier B.V. All rights reserved.