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On KKT Points of Homogeneous Programs

Author

Listed:
  • Y. B. Zhao

    (Chinese Academy of Sciences)

  • D. Li

    (Chinese University of Hong Kong)

Abstract

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, correcting a result given by Lasserre and Hiriart-Urruty in Ref. 1.

Suggested Citation

  • Y. B. Zhao & D. Li, 2006. "On KKT Points of Homogeneous Programs," Journal of Optimization Theory and Applications, Springer, vol. 130(2), pages 369-376, August.
    • Handle: RePEc:spr:joptap:v:130:y:2006:i:2:d:10.1007_s10957-006-9109-5
    DOI: 10.1007/s10957-006-9109-5
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    References listed on IDEAS

    as
    1. J. B. Lasserre & J. B. Hiriart-Urruty, 2002. "Mathematical Properties of Optimization Problems Defined by Positively Homogeneous Functions," Journal of Optimization Theory and Applications, Springer, vol. 112(1), pages 31-52, January.
    2. A.M. Bagirov & A.M. Rubinov, 2000. "Global Minimization of Increasing Positively Homogeneous Functions over the Unit Simplex," Annals of Operations Research, Springer, vol. 98(1), pages 171-187, December.
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