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Optimality Conditions and Duality Theory

In: Nonlinear Optimization

Author

Listed:
  • H. A. Eiselt

    (University of New Brunswick)

  • Carl-Louis Sandblom

    (Dalhousie University)

Abstract

This chapter studies optimization problems with constraints under special consideration of necessary and sufficient conditions for optimality of solution points. Although the theory to be presented is not immediately concerned with computational aspects of solution techniques, it nevertheless represents the foundation for the development of algorithms which will be introduced in the following chapters. Apart from their intrinsic relevance, some of these results also provide useful information about the sensitivity of an optimal solution.

Suggested Citation

  • H. A. Eiselt & Carl-Louis Sandblom, 2019. "Optimality Conditions and Duality Theory," International Series in Operations Research & Management Science, in: Nonlinear Optimization, chapter 0, pages 123-172, Springer.
    • Handle: RePEc:spr:isochp:978-3-030-19462-8_4
    DOI: 10.1007/978-3-030-19462-8_4
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