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.
Similar content being viewed by others
References
Lasserre, J. B., and Hiriart-Urruty, J., Mathematical Properties of Optimization Problems Defined by Positivity Homogeneous Functions, Journal of Optimization Theory and Applications, Vol. 112, pp. 31–52, 2002.
Vandenberghe, L., and Boyd, S., Semidefinite Programming, SIAM Review, Vol. 38, pp. 49–95, 1996.
Glassey, C. R., Explicit Duality for Convex Homogeneous Programs, Mathematical Programming, Vol. 10, pp. 176–191, 1976.
Ye, Y., Semidefinite Programming for Global Quadratic Optimization, Proceedings of the 5th International Conference on Optimization Techniques and Applications, Hong Kong, 2001; Edited by D. Li, Vol. 4, pp. 1826–1833, 2001.
Eisenberg, E., Duality in Homogeneous Programming, Proceedings of the American Mathematical Society, Vol. 12, pp. 783–787, 1961.
Rubinov, A. M., and Glover, B. M., Characterizations of Optimality for Homogeneous Programming Problems with Applications, Recent Advances in Nonsmooth Optimization, World Science Publishers, River Edge, New Jersey, 1995, pp. 351–380.
Gwinner, J., An Extension Lemma and Homogeneous Programming, Journal of Optimization Theory and Applications, Vol. 47, pp. 321–336, 1985.
Gwinner, J., Results of Farkas Type, Numerical Functional Analysis and Optimization, Vol. 9, pp. 471–520, 1987.
Bagirov, A. M., and Rubinov, A. M., Global Minimization of Increasing Positively Homogeneous Functions over the Unit Simplex, Annals of Operations Research, Vol. 98, pp. 171–187, 2000.
Author information
Authors and Affiliations
Additional information
Communicated by P. Tseng
This work was partially supported by the National Natural Science Foundation of China, Grants 10201032 and 70221001, and by the Research Grants Council, Hong Kong, Grant CUHK4180/03E.
The authors thank two anonymous referees for valuable remarks and insights that have helped improving the paper.
Rights and permissions
About this article
Cite this article
Zhao, Y.B., Li, D. On KKT Points of Homogeneous Programs. J Optim Theory Appl 130, 369–376 (2006). https://doi.org/10.1007/s10957-006-9109-5
Published:
Issue Date:
DOI: https://doi.org/10.1007/s10957-006-9109-5