Computing Bounds on the Location of an Isolated Local Minimizer.
GEORGE WASHINGTON UNIV WASHINGTON D C INST FOR MANAGEMENT SCIENCE AND ENGINEERING
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Conditions are given which verify the existence and determine the location of an isolated local constrained minimizer in a convex compact set. An exact formula is given for the amount by which the value of the objective function at some point differs from the value at that isolated point. Further conditions are given which ensure that the local minimizer is a global minimizer in the given convex compact set. Author
- Theoretical Mathematics