Abstract
For a given x ∈ D the descent direction — finding procedure based on the program (Px,D) can only fail completely if for each feasible solution (y,n) of (Px,D) it holds Aj y=Aj x for all j ∈ R. Indeed, in this situation we either have y=x, or F is constant on the whole line through the points x and y, hence, h=y−x is not a descent direction and the procedure fails to find a descent direction of F at x. This observation suggests the following definition of stationarity.
This is a preview of subscription content, log in via an institution.
Buying options
Tax calculation will be finalised at checkout
Purchases are for personal use only
Learn about institutional subscriptionsPreview
Unable to display preview. Download preview PDF.
Author information
Authors and Affiliations
Rights and permissions
Copyright information
© 1988 Springer-Verlag Berlin Heidelberg
About this chapter
Cite this chapter
Marti, K. (1988). Stationary points (efficient solutions) of (SOP). In: Descent Directions and Efficient Solutions in Discretely Distributed Stochastic Programs. Lecture Notes in Economics and Mathematical Systems, vol 299. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-662-02558-1_4
Download citation
DOI: https://doi.org/10.1007/978-3-662-02558-1_4
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-18778-3
Online ISBN: 978-3-662-02558-1
eBook Packages: Springer Book Archive