Abstract
THE PRIMARY INTENT OF this chapter is to introduce the reader to the theoretical foundations of nonlinear programming. Particularly important are the notions of local and global optimality in mathematical programming, the Kuhn-Tucker necessary conditions for optimality in nonlinear programming, and the role played by convexity in making necessary conditions sufficient. The following is an outline of the principal topics covered in this chapter:
Keywords
- Nonlinear Program
- Kuhn-Tucker Conditions
- Minimum Norm Projection
- Complementary Slackness Conditions
- Convex Mathematical Program
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Friesz, T.L., Bernstein, D. (2016). Elements of Nonlinear Programming. In: Foundations of Network Optimization and Games. Complex Networks and Dynamic Systems, vol 3. Springer, Boston, MA. https://doi.org/10.1007/978-1-4899-7594-2_2
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