Invex optimization revisited
| Autor: | Hassan Hijazi, Ksenia Bestuzheva |
|---|---|
| Rok vydání: | 2018 |
| Předmět: |
Mathematical optimization
Work (thermodynamics) 021103 operations research Control and Optimization Karush–Kuhn–Tucker conditions Property (philosophy) Optimization problem Applied Mathematics Mathematics::Optimization and Control 0211 other engineering and technologies 02 engineering and technology Management Science and Operations Research Computer Science Applications Two degrees of freedom Power flow Point (geometry) Interior point method Mathematics |
| Zdroj: | Journal of Global Optimization. 74:753-782 |
| ISSN: | 1573-2916 0925-5001 |
| DOI: | 10.1007/s10898-018-0650-1 |
| Popis: | Given a non-convex optimization problem, we study conditions under which every Karush–Kuhn–Tucker (KKT) point is a global optimizer. This property is known as KT-invexity and allows to identify the subset of problems where an interior point method always converges to a global optimizer. In this work, we provide necessary conditions for KT-invexity in n dimensions and show that these conditions become sufficient in the two-dimensional case. As an application of our results, we study the Optimal Power Flow problem, showing that under mild assumptions on the variables’ bounds, our new necessary and sufficient conditions are met for problems with two degrees of freedom. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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