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kkt-point

A note on KKT points of homogeneous programs

Published: 2005/06/27, Updated: 2005/07/10
  • Duan Li
  • Yun-Bin Zhao
  • Categories Nonlinear Optimization Tags homogeneous programming, kkt-point, quadratic programming

    Homogeneous programming is an important class of optimization problems. The purpose of this note is to give a truly equivalent characterization of KKT-points of homogeneous programming problems, which corrects a result given in [9]. ArticleDownload View PDF

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    alternating direction method of multipliers augmented lagrangian method benders decomposition bilevel optimization Branch-and-Bound branch-and-cut chance constraints column generation combinatorial optimization complexity convergence rate convex optimization cutting planes decomposition derivative-free optimization distributionally robust optimization duality dynamic programming first-order methods global convergence global optimization heuristics integer programming interior point methods large-scale optimization linear programming machine learning mixed-integer linear programming mixed-integer nonlinear programming mixed-integer programming multiobjective optimization nonconvex optimization nonlinear optimization nonlinear programming nonsmooth optimization optimal control optimization proximal point algorithm quadratic programming robust optimization semidefinite programming stochastic optimization stochastic programming trust-region methods unconstrained optimization

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