Problem:
min f(x) . s.t. g(x)<= 0 and h(x) = 0
f(x) and g(x) are convex, h(x) is affine
Analysis
assume x is local optimal value.
f(x) <= f(y) for all feasible y, || x - y ||<= p
we need to prove f(x) <= f(y) for all feasible y
min f(x) . s.t. g(x)<= 0 and h(x) = 0
f(x) and g(x) are convex, h(x) is affine
assume x is local optimal value.
f(x) <= f(y) for all feasible y, || x - y ||<= p
we need to prove f(x) <= f(y) for all feasible y