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
Proving local minimal to be global minimal in Convex optimization
最新推荐文章于 2022-07-04 19:39:17 发布
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