A Computationally Compact Sufficient Condition for Constrained Minima

G. Reklaitis and D. J. Wilde
Additional contact information
G. Reklaitis: Stanford University, Stanford, California
D. J. Wilde: Stanford University, Stanford, California

Operations Research, 1969, vol. 17, issue 3, 425-436

Abstract: This paper derives a second-order sufficient condition in differential form for a local minimum of the nonconvex nonlinear programming problem under the requirement of twice continuous differentiability. The condition is complementary to the differential form of the Kuhn-Tucker necessary conditions and involves the positive definiteness of a matrix of constrained second derivatives of rank and order equal to the number of variables having vanishing first constrained derivatives. By using linear information, the condition avoids consideration of the entire second-order portion of the Taylor expansion of the Lagrangian. An example illustrating the test is included.

Date: 1969
References: Add references at CitEc
Citations:

Downloads: (external link)
http://dx.doi.org/10.1287/opre.17.3.425 (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:inm:oropre:v:17:y:1969:i:3:p:425-436

Access Statistics for this article

More articles in Operations Research from INFORMS Contact information at EDIRC.
Bibliographic data for series maintained by Chris Asher ().