مسائل النقل والتخصيص

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{\phpg\posx1763\pvpg\posy2067\absw9590\absh9734 \b \f20 \fs37 \cf0 \fi1845 \b \f
20 \fs37 \cf0 Transposition theorems and
\par}{\phpg\posx1763\pvpg\posy2067\absw9590\absh9734 \sl-391 \par\b \f20 \fs37 \
cf0 \fi751 qualification-free optimality conditions
cf0 \fi1875 {\fs25 Hermann}{\fs25 Schichl}{\fs25 and}{\fs25 Arnold}{\fs25
Neumaier }
cf0 \fi2446 {\b0\i \f10 \fs21 Fakultat}{\b0\i \f10 \fs21 fur}{\b0\i \f10 \fs21 M
athematik,}{\b0\i \f10 \fs21 Universitat}{\b0\i \f10 \fs21 Wien }
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A-1090}{\b0\i \f10 \fs21 Wien,}{\b0\i \f10 \fs21 Austria }
\fi1290 {\b0\i \f10 \fs21 email:}{\b0\i \f10 \fs21 Hermann.Schichl@esi.ac.at,}
{\b0\i \f10 \fs21 Arnold.Neumaier@univie.ac.at }
\fi2296 {\b0\i \f10 \fs21 WWW:}{\b0\i \f10 \fs21 http://www.mat.univie.ac.at/}{
\b0 \f40 \fs18 {\f63 \u8764\'3f}}{\b0\i \f10 \fs21 neum/ }
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fs21 the}{\b0 \fs21 alternative}{\b0 \fs21 for}{\b0 \fs21 polynomial}{\b0 \f
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osi- }
{\b0 \fs21 tivstellensatz}{\b0 \fs21 from}{\b0 \fs21 real}{\b0 \fs21 algebrai
c}{\b0 \fs21 geometry)}{\b0 \fs21 and}{\b0 \fs21 for}{\b0 \fs21 linear}{\b0
\fs21 constraints}{\b0 \fs21 (generalizing}{\b0 \fs21 the}{\b0 \fs21 trans}
{\b0 \fs21 position}{\b0 \fs21 theorems}{\b0 \fs21 of}{\b0 \fs21 Motzkin}{\b0
\fs21 and}{\b0 \fs21 Tucker)}{\b0 \fs21 are}{\b0 \fs21 proved. }

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fs21 Karush-John}{\b0 \fs21 optimality}{\b0 \fs21 conditions}{\b0 \fs21
-}{\b0 \fs21 holding}{\b0 \fs21 without}{\b0 \fs21 any}{\b0 \fs21 constr
aint }
{\b0 \fs21 qualification}{\b0 \fs21 -}{\b0 \fs21 are}{\b0 \fs21 proved}{\b
0 \fs21 for}{\b0 \fs21 single-}{\b0 \fs21 or}{\b0 \fs21 multi-objective}
{\b0 \fs21 constrained}{\b0 \fs21 optimization}{\b0 \fs21 problems. }
{\b0 \fs21 The}{\b0 \fs21 first}{\b0 \fs21 condition}{\b0 \fs21 applies}{\b0
\fs21 to}{\b0 \fs21 polynomial}{\b0 \fs21 optimization}{\b0 \fs21 problems}{
\b0 \fs21 only,}{\b0 \fs21 and}{\b0 \fs21 gives}{\b0 \fs21 for}{\b0 \fs21 t
he}{\b0 \fs21 first }
{\b0 \fs21 time}{\b0 \fs21 necessary}{\b0 \fs21 and}{\b0 \fs21 sufcient}{\
b0 \fs21 global}{\b0 \fs21 optimality}{\b0 \fs21 conditions}{\b0 \fs21 f
or}{\b0 \fs21 polynomial}{\b0 \fs21 problems.}{\b0 \fs21
The }
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{\b0 \fs21 conditions.}{\b0 \fs21
If}{\b0 \fs21 some}{\b0 \fs21 linear}{\
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fs21 reduces}{\b0 \fs21 the }
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\fs21 Kuhn-Tucker }
{\b0 \fs21 conditions. }
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\fs21 optimization, }
{\b0 \fs21 Kuhn-Tucker}{\b0 \fs21 conditions,}{\b0 \fs21 Mangasarian-Fromovitz
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{\b0 \fs21 sufcient}{\b0 \fs21 conditions,}{\b0 \fs21 Positivstellensatz,}{\b0
\fs21 second}{\b0 \fs21 order}{\b0 \fs21 optimality}{\b0 \fs21 conditions,}
{\b0 \fs21 theorem}{\b0 \fs21 of}{\b0 \fs21 the }
{\b0 \fs21 alternative,}{\b0 \fs21 transposition}{\b0 \fs21 theorem }
cf0 {\fs21 2000}{\fs21 MSC}{\fs21 Classification}{\b0 \fs21 :}{\b0 \fs21 9
0C30 }\par
}
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\par
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\fs31 \cf0 1 \par
}
{\phpg\posx2344\pvpg\posy2498\absw2129\absh310 \b \f20 \fs31 \cf0 \b \f20 \fs31
\cf0 Introduction \par
}
{\phpg\posx1763\pvpg\posy3300\absw9581\absh9723 \f20 \fs21 \cf0 \f20 \fs21 \cf0
In this paper, we present a number of theorems that are useful for
the global analysis of
\par}{\phpg\posx1763\pvpg\posy3300\absw9581\absh9723 \sl-288 \f20 \fs21 \cf0 opt
imization problems, i.e., the assessment of their feasibility, and the
construction and
\par}{\phpg\posx1763\pvpg\posy3300\absw9581\absh9723 \sl-288 \f20 \fs21 \cf0 ver
ification of a global solution. Several of the results are, however,
also relevant for local
imization.
\par}{\phpg\posx1763\pvpg\posy3300\absw9581\absh9723 \sl-243 \par\f20 \fs21 \cf0
In constrained optimization, first and second-order optimality conditions play
a central role,
\par}{\phpg\posx1763\pvpg\posy3300\absw9581\absh9723 \sl-288 \f20 \fs21 \cf0 as
they give necessary and/or sufcient conditions for a point to attain
a local or global
\par}{\phpg\posx1763\pvpg\posy3300\absw9581\absh9723 \sl-289 \f20 \fs21 \cf0 min
imum of the problem considered, and thus define the goals that numeri
cal methods
\par}{\phpg\posx1763\pvpg\posy3300\absw9581\absh9723 \sl-288 \f20 \fs21 \cf0 sho
uld try to satisfy.
The various conditions currently available usually depend on qualitative condit
ions (concern\par}{\phpg\posx1763\pvpg\posy3300\absw9581\absh9723 \sl-288 \f20 \fs21 \cf0 ing
smoothness, linearity, convexity, etc.) that delineate the problem class, and
on technical
\par}{\phpg\posx1763\pvpg\posy3300\absw9581\absh9723 \sl-288 \f20 \fs21 \cf0 con
ditions, so-called constraint qualifications, that allow one to avoid c
ertain difculties in
\par}{\phpg\posx1763\pvpg\posy3300\absw9581\absh9723 \sl-288 \f20 \fs21 \cf0 pro
ofs, or certain known counterexamples.
The proof of the optimality conditions depend crucially on the availablility of
certain theo\par}{\phpg\posx1763\pvpg\posy3300\absw9581\absh9723 \sl-288 \f20 \fs21 \cf0 rem
s of the alternative, which state that among two alternative existence statement
s, exactly
\par}{\phpg\posx1763\pvpg\posy3300\absw9581\absh9723 \sl-288 \f20 \fs21 \cf0 one
can be satisfied. Thus a theorem of the alternative may serve to define certif
icates whose
\par}{\phpg\posx1763\pvpg\posy3300\absw9581\absh9723 \sl-288 \f20 \fs21 \cf0 pre
sence imply the solvability of one alternative and the unsolvability of the othe
r alternative.
Recent advances in global optimization [27, 30] make it possible in
many cases to find and
\par}{\phpg\posx1763\pvpg\posy3300\absw9581\absh9723 \sl-288 \f20 \fs21 \cf0 ver
ify the global optimality of a solution, or to verify that no feasible point exi
sts. Certificates
\par}{\phpg\posx1763\pvpg\posy3300\absw9581\absh9723 \sl-288 \f20 \fs21 \cf0 acq
uire in this case a special importance, particularly in the context o
f computer-assisted
ofs.
However, in order to apply a necessary optimality condition to rule out candida
te solutions,
\par}{\phpg\posx1763\pvpg\posy3300\absw9581\absh9723 \sl-288 \f20 \fs21 \cf0 or
a sufcient optimality condition to verify the existence of a solution, it is imp
ortant that
\par}{\phpg\posx1763\pvpg\posy3300\absw9581\absh9723 \sl-288 \f20 \fs21 \cf0 the
se conditions are valid under conditions that can be checked explicitl
y. Therefore the
imality conditions should not depend on any constraint qualification.
Optimality conditions characterizing the solutions of smooth nonlinear
programming prob-
\par}{\phpg\posx1763\pvpg\posy3300\absw9581\absh9723 \sl-288 \f20 \fs21 \cf0 lem

s by first order necessary conditions are often called Fritz John conditions if
they apply
\par}{\phpg\posx1763\pvpg\posy3300\absw9581\absh9723 \sl-288 \f20 \fs21 \cf0 wit
hout constraint qualification, after Fritz John [15], who rediscovered unpublish
ed earlier
\par}{\phpg\posx1763\pvpg\posy3300\absw9581\absh9723 \sl-288 \f20 \fs21 \cf0 res
ults of Karush [16]; see Kuhn [18, Section 6] for a history. Therefor
e, we shall refer to
\par}{\phpg\posx1763\pvpg\posy3300\absw9581\absh9723 \sl-288 \f20 \fs21 \cf0 suc
h conditions as{\b Karush-John}{\b optimality}{\b conditions}.
The importance of the Karush-John conditions stem from the fact that
they apply with\par}{\phpg\posx1763\pvpg\posy3300\absw9581\absh9723 \sl-298 \par\f20 \fs21 \cf0
\fi4620 2 \par
}
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00ffd9
}}\par}{\phpg\posx1763\pvpg\posy2577\absw9639\absh10374 \f20 \fs21 \cf0 \f20 \fs
21 \cf0 out any hypothesis on the optimization problem (apart from smoo
thness). For the known
\par}{\phpg\posx1763\pvpg\posy2577\absw9639\absh10374 \sl-288 \f20 \fs21 \cf0 (s
econd-order) sufcient conditions, a similar result was not known before, sufcien
cy requir\par}{\phpg\posx1763\pvpg\posy2577\absw9639\absh10374 \sl-288 \f20 \fs21 \cf0 in
g very strong nondegeneracy conditions. It is therefore remarkable tha
t,{\i \f50 for}{\i \f50 polynomial }
\par}{\phpg\posx1763\pvpg\posy2577\absw9639\absh10374 \sl-288 \f20 \fs21 \cf0 {\
i \f50 optimization}{\i \f50 problems}, it is possible to formulate nece
ssary and sufcient conditions for
\par}{\phpg\posx1763\pvpg\posy2577\absw9639\absh10374 \sl-288 \f20 \fs21 \cf0 (g
lobal) optimality, valid without any restriction. These strong results
are based on the
\par}{\phpg\posx1763\pvpg\posy2577\absw9639\absh10374 \sl-288 \f20 \fs21 \cf0 so
-called Positivstellensatz, a polynomial analogue of the transposition t
heorem for linear
\par}{\phpg\posx1763\pvpg\posy2577\absw9639\absh10374 \sl-288 \f20 \fs21 \cf0 sy
stems. The Positivstellensatz is a highly nontrivial tool from real algebraic g
eometry which
\par}{\phpg\posx1763\pvpg\posy2577\absw9639\absh10374 \sl-289 \f20 \fs21 \cf0 ha
s been applied recently also in an algorithmic way for the solution
of global polynomial
\par}{\phpg\posx1763\pvpg\posy2577\absw9639\absh10374 \sl-288 \f20 \fs21 \cf0 op
timization problems. Some of the consequences of the Positivstellensatz are imp
lemented
\par}{\phpg\posx1763\pvpg\posy2577\absw9639\absh10374 \sl-288 \f20 \fs21 \cf0 in
the packages GloptiPoly (Henrion & Lasserre [12, 13, 14]) and SOSTOOLS (Prajna
\par}{\phpg\posx1763\pvpg\posy2577\absw9639\absh10374 \sl-288 \f20 \fs21 \cf0 et
al. [32]).
\par}{\phpg\posx1763\pvpg\posy2577\absw9639\absh10374 \sl-241 \par\f20 \fs21 \cf
0 Related results in this direction are in Lasserre [20]. He proved in Theorem
4.2 a sufcient
\par}{\phpg\posx1763\pvpg\posy2577\absw9639\absh10374 \sl-288 \f20 \fs21 \cf0 co
ndition for global optimality in polynomial optimization problems, which is a sp
ecial case
\par}{\phpg\posx1763\pvpg\posy2577\absw9639\absh10374 \sl-288 \f20 \fs21 \cf0 of
our necessary and sufcient conditions. (The unconstrained minimization of the
Motzkin
\par}{\phpg\posx1763\pvpg\posy2577\absw9639\absh10374 \sl-288 \f20 \fs21 \cf0 po
lynomial shows that Lasserre's condition is not sufcient.) He shows th
at his certificates
\par}{\phpg\posx1763\pvpg\posy2577\absw9639\absh10374 \sl-288 \f20 \fs21 \cf0 ca
n be interpreted as polynomial multipliers in a fashion analogous to
the Kuhn-Tucker
timality conditions. Instead of necessary conditions he obtains under s
ome compactness
sumption an infinite sequence of semidefinite relaxations whose optimal
values converge
\par}{\phpg\posx1763\pvpg\posy2577\absw9639\absh10374 \sl-288 \f20 \fs21 \cf0 to
the global optimum.
0 In this article we derive in Section 2 polynomial transposition theo
rems and deduce from
\par}{\phpg\posx1763\pvpg\posy2577\absw9639\absh10374 \sl-288 \f20 \fs21 \cf0 th
em a global Karush-John condition which is necessary and sufcient conditions for
global
timality of{\i \f50 polynomial} programs.
0 Section 3 then proves a very general transposition theorem for{\i \f50 linear
} constraints, establishing
\par}{\phpg\posx1763\pvpg\posy2577\absw9639\absh10374 \sl-288 \f20 \fs21 \cf0 a
theorem of the alternative from which the transposition theorems of M
otzkin [24] and
Tucker [34] (as well as many weaker ones) can be obtained as corol
laries. This level
generality is necessary to deduce in Section 4 a form of the const
raint qualifications for
e Kuhn-Tucker optimality conditions for general{\i \f50 smooth}{\i \f50 nonlin
ear} programming problems,
\par}{\phpg\posx1763\pvpg\posy2577\absw9639\absh10374 \sl-288 \f20 \fs21 \cf0 wh
ich is stronger (i.e., makes more stringent assertions about the multipliers) th
an the known
\par}{\phpg\posx1763\pvpg\posy2577\absw9639\absh10374 \sl-289 \f20 \fs21 \cf0 Ka
rush-John conditions and also applies for multiple objectives.
0 Our Karush-John conditions imply derived Kuhn-Tucker conditions with linear in
dependence
nstraint qualifications for fewer constraints than the conditions found in the l
iterature. In
\par}{\phpg\posx1763\pvpg\posy2577\absw9639\absh10374 \sl-288 \f20 \fs21 \cf0 pa
rticular, they imply the known result that for concavely (or linearly) constrain
ed problems
\par}{\phpg\posx1763\pvpg\posy2577\absw9639\absh10374 \sl-288 \f20 \fs21 \cf0 no
constraint qualification is needed.
0 The new conditions will be incorporated in the COCONUT environment [9] for det
erministic
0 \fi4620 3 \par
}
ffd8ffe000104a46494600010100000100010000ffdb004300010101010101010101010101010101
01010101010101010101010101010101010101010101010101010101010101010101010101010101
010101010101010101ffdb0043010101010101010101010101010101010101010101010101010101
0101010101010101010101010101010101010101010101010101010101010101010101010101ffc0
001108034a025303012200021101031101ffc4001f00000105010101010101000000000000000001
02030405060708090a0bffc400b5100002010303020403050504040000017d010203000411051221
31410613516107227114328191a1082342b1c11552d1f02433627282090a161718191a2526272829
2a3435363738393a434445464748494a535455565758595a636465666768696a737475767778797a
0101010101010101010000000000000102030405060708090a0bffc400b511000201020404030407
05040400010277000102031104052131061241510761711322328108144291a1b1c109233352f015
6272d10a162434e125f11718191a262728292a35363738393a434445464748494a53545556575859
5a636465666768696a737475767778797a82838485868788898a92939495969798999aa2a3a4a5a6
00ffd9
}}\par}{\phpg\posx1763\pvpg\posy2577\absw9382\absh1135 \f20 \fs21 \cf0 \f20 \fs2
1 \cf0 global optimization; the local Karush-John conditions from Section 4 are
already in place.
{\b Notation.} In the following,{\f10 R} is the field of real number
s, and{\f10 N}{\dn006 \fs14 0} the set of nonnegative
\par}{\phpg\posx1763\pvpg\posy2577\absw9382\absh1135 \sl-253 \f20 \fs21 \cf0 int
egers. To denote monomials and their degree, we use the multiindex notation \pa
r
}
{\phpg\posx4486\pvpg\posy4089\absw699\absh250 \i \f50 \fs21 \cf0 \i \f50 \fs21 \
cf0 x{\up006 \fs14 {\field{\*\fldinst SYMBOL 97 \\f Symbol }}}{\i0 \f20 =} x \p
ar
}
cf0 {\field{\*\fldinst SYMBOL 97 \\f Symbol }}{\i0 \f20 \fs10 1 }\par
}
{\phpg\posx5186\pvpg\posy4246\absw91\absh143 \f20 \fs14 \cf0 \f20 \fs14 \cf0 1 \
par
}
{\phpg\posx5428\pvpg\posy4089\absw853\absh403 \i \f50 \fs14 \cf0 \fi451 \i \f50
\fs14 \cf0 {\field{\*\fldinst SYMBOL 97 \\f Symbol }}{\fs10 n }
\par}{\phpg\posx5428\pvpg\posy4089\absw853\absh403 \sl-195 \i \f50 \fs14 \cf0 {\
f0\fs28 \bullet }{\i0 \f40 \fs21 }{\fs21 x}{\dn006 n}{\fs21 , }\par
}
{\phpg\posx6439\pvpg\posy4122\absw1949\absh373 \f40 \fs21 \cf0 \f40 \fs21 \cf0 |
{\i \f50 {\field{\*\fldinst SYMBOL 97 \\f Symbol }}}|{\f20 =}{\i \f50 {\field{
\*\fldinst SYMBOL 97 \\f Symbol }}}{\dn006 \f20 \fs14 1}{\f20 +} {\f20 +}{\i \f5
0 {\field{\*\fldinst SYMBOL 97 \\f Symbol }}}{\i\dn006 \f50 \fs14 n }\par
}
{\phpg\posx1763\pvpg\posy6196\absw9439\absh1429 \i \f50 \fs14 \cf0 \fi1470 \i \f
50 \fs14 \cf0 i i
\par}{\phpg\posx1763\pvpg\posy6196\absw9439\absh1429 \sl-253 \i \f50 \fs14 \cf0
{\i0 \f20 \fs21 entries}{\i0 \f20 \fs21 have}{\i0 \f20 \fs21 the}{\i0 \f20 \fs
21 value}{\i0 \f20 \fs21 1.}{\i0 \f20 \fs21 [}{\fs21 A,}{\fs21 B}{\i0 \f20
\fs21 ]}{\i0 \f20 \fs21 denotes}{\i0 \f20 \fs21 the}{\fs21 m}{\i0 \f40 \fs21
}{\i0 \f20 \fs21 (}{\fs21 n}{\i0 \f20 \fs21 +}{\fs21 p}{\i0 \f20 \fs21 )-matr
ix}{\i0 \f20 \fs21 formed}{\i0 \f20 \fs21 by}{\i0 \f20 \fs21 juxtaposition}{\
i0 \f20 \fs21 of }
{\i0 \f20 \fs21 the}{\fs21 m}{\i0 \f40 \fs21 }{\fs21 n}{\i0 \f20 \fs21 -matrix}{
\fs21 A}{\i0 \f20 \fs21 and}{\i0 \f20 \fs21 the}{\fs21 m}{\i0 \f40 \fs21 }{\f
s21 p}{\i0 \f20 \fs21 -matrix}{\fs21 B}{\i0 \f20 \fs21 .}{\i0 \f20 \fs21 Zero
}{\i0 \f20 \fs21 dimensional}{\i0 \f20 \fs21 vectors}{\i0 \f20 \fs21 and}{\i0
\f20 \fs21 matrices}{\i0 \f20 \fs21 (needed }
{\i0 \f20 \fs21 to}{\i0 \f20 \fs21 avoid}{\i0 \f20 \fs21 stating}{\i0 \f20 \fs
21 many}{\i0 \f20 \fs21 special}{\i0 \f20 \fs21 cases)}{\i0 \f20 \fs21 are}{
\i0 \f20 \fs21 handled}{\i0 \f20 \fs21 according}{\i0 \f20 \fs21 to}{\i0 \f20
\fs21 the}{\i0 \f20 \fs21 conventions}{\i0 \f20 \fs21 in}{\i0 \f20 \fs21 de
}{\i0 \f20 \fs21 Boor }
{\i0 \f20 \fs21 [7];}{\i0 \f20 \fs21 in}{\i0 \f20 \fs21 addition,}{\i0 \f20 \f
s21 any}{\i0 \f20 \fs21 of}{\i0 \f20 \fs21 the}{\i0 \f20 \fs21 relations}{\i
0 \f20 \fs21 =,}{\fs21 <}{\i0 \f20 \fs21 ,}{\i0 \f40 \fs21 {\field{\*\fldinst
SYMBOL 163 \\f Symbol }}}{\i0 \f20 \fs21 (but}{\i0 \f20 \fs21 not}{\i0 \f40 \
fs21 6}{\i0 \f20 \fs21 =)}{\i0 \f20 \fs21 between}{\i0 \f20 \fs21 zero}{\i0 \
f20 \fs21 dimensional}{\i0 \f20 \fs21 objects }
{\i0 \f20 \fs21 is}{\i0 \f20 \fs21 considered}{\i0 \f20 \fs21 to}{\i0 \f20 \fs
21 be}{\i0 \f20 \fs21 valid. }\par
}
({\i \f50 x}{\f40 {\field{\*\fldinst SYMBOL 206 \\f Symbol }}}{\f10 R}{\i\up0
06 \f50 \fs14 n}{\i \f50 ,}{\i \f50 {\field{\*\fldinst SYMBOL 97 \\f Symbol }}
}{\f40 {\field{\*\fldinst SYMBOL 206 \\f Symbol }}}{\f10 N}{\dn006 \fs14 0}{
\i\up006 \f50 \fs14 n}). Inequalities ({\f40 {\field{\*\fldinst SYMBOL 163 \\
f Symbol }}},{\f40 {\field{\*\fldinst SYMBOL 179 \\f Symbol }}}) and strict
inequalities ({\i \f50 <},{\i \f50 >}) between vectors and
\par}{\phpg\posx1763\pvpg\posy4615\absw9644\absh1704 \sl-229 \f20 \fs21 \cf0 mat
rices are interpreted componentwise. However, disequality ({\f40 6}=) is the ne
gation of equality
\par}{\phpg\posx1763\pvpg\posy4615\absw9644\absh1704 \sl-288 \f20 \fs21 \cf0 (=)
and hence not interpreted componentwise. The infimum inf{\f40 \{}{\i \
f50 x,}{\i \f50 y}{\f40 \}} of two vectors{\i \f50 x,}{\i \f50 y }
the same size is taken in the partial order{\f40 {\field{\*\fldinst S
YMBOL 163 \\f Symbol }}}, and is equivalent to the componentwise
imum. In particular, the condition inf{\f40 \{}{\i \f50 x,}{\i \f50 y}{\f4
0 \}} = 0 is just the complementarity condition
\par}{\phpg\posx1763\pvpg\posy4615\absw9644\absh1704 \sl-288 \f20 \fs21 \cf0 {\i
\f50 x}{\f40 {\field{\*\fldinst SYMBOL 179 \\f Symbol }}} 0{\i \f50 ,}{\i \f50
y}{\f40 {\field{\*\fldinst SYMBOL 179 \\f Symbol }}} 0{\i \f50 ,}{\i \f50 x}
{\i \f50 y} = 0 for all{\i \f50 i}. By{\i \f50 e} we denote a column vector
of arbitrary size all of whose \par
}
{\phpg\posx1763\pvpg\posy8471\absw238\absh310 \b \f20 \fs31 \cf0 \b \f20 \fs31 \
cf0 2 \par
}
\cf0 Global optimality conditions for polynomials \par
}
It is well-known that first order (Kuhn-Tucker) optimality conditions for constr
ained (single-
\par}{\phpg\posx1763\pvpg\posy9281\absw9625\absh3000 \sl-289 \f20 \fs21 \cf0 obj

ective) optimization are sufcient for convex problems, but not in general. For
nonconvex
blems, they must be complemented by second order conditions, which come in two f
orms
\par}{\phpg\posx1763\pvpg\posy9281\absw9625\absh3000 \sl-288 \f20 \fs21 \cf0 as necessary conditions and as sufcient conditions, and they apply to
local optimality
\par}{\phpg\posx1763\pvpg\posy9281\absw9625\absh3000 \sl-288 \f20 \fs21 \cf0 onl
y. Moreover, between necessary and sufcient conditions is a theoretica
l gap, in which
\par}{\phpg\posx1763\pvpg\posy9281\absw9625\absh3000 \sl-288 \f20 \fs21 \cf0 var
ious degenerate exceptional situations are possible. It is therefore r
emarkable that, for
\par}{\phpg\posx1763\pvpg\posy9281\absw9625\absh3000 \sl-288 \f20 \fs21 \cf0 pol
ynomial systems, it is possible to bridge this gap and formulate nece
ssary and sufcient
ditions for (global) optimality, valid without any restriction.
The following discussion is based on a polynomial analogue of the tr
ansposition theorem
\par}{\phpg\posx1763\pvpg\posy9281\absw9625\absh3000 \sl-288 \f20 \fs21 \cf0 (Th
eorem 3.4), the so-called Positivstellensatz, a highly nontrivial result from re
al algebraic
\par}{\phpg\posx1763\pvpg\posy9281\absw9625\absh3000 \sl-288 \f20 \fs21 \cf0 geo
metry. To present this result, we need some definitions. \par
}
N{\dn006 \f20 \fs14 0}{\f20 denotes}{\f20 the}{\f20 set}{\f20 of}{\f20
nonnegative}{\f20 integers.} R{\f20 [}{\i \f50 x}{\f20 \fs14 1:}{\i \f50
\fs14 n}{\f20 ]}{\f20 :=} R{\f20 [}{\i \f50 x}{\dn006 \f20 \fs14 1}{\i \f50
,}{\i \f50 .}{\i \f50 .}{\i \f50 .}{\i \f50 ,}{\i \f50 x}{\i\dn006 \f50 \f
s14 n}{\f20 ]}{\f20 denotes}{\f20 the}{\f20 algebra }\par
}
of polynomials in the indeterminates{\i \f50 x}{\dn006 \fs14 1}{\i \f50 ,
}{\i \f50 .}{\i \f50 .}{\i \f50 .}{\i \f50 ,}{\i \f50 x}{\i\dn006 \f50 \fs1
4 n} with real coefcients.
Let{\i \f50 R}{\i\dn006 \f50 \fs14 i}{\f40
{\field{\*\fldinst SYMBOL 206 \\f Symbol }}}{\f10 R}[{\i \f50 x }
\fi4620 4 \par
}
1:{\i \f50 n}{\fs21 ] }\par
}
ffd8ffe000104a46494600010100000100010000ffdb004300010101010101010101010101010101
01010101010101010101010101010101010101010101010101010101010101010101010101010101
010101010101010101ffdb0043010101010101010101010101010101010101010101010101010101
0101010101010101010101010101010101010101010101010101010101010101010101010101ffc0
001108034a025303012200021101031101ffc4001f00000105010101010101000000000000000001
02030405060708090a0bffc400b5100002010303020403050504040000017d010203000411051221
31410613516107227114328191a1082342b1c11552d1f02433627282090a161718191a2526272829
2a3435363738393a434445464748494a535455565758595a636465666768696a737475767778797a
0101010101010101010000000000000102030405060708090a0bffc400b511000201020404030407
05040400010277000102031104052131061241510761711322328108144291a1b1c109233352f015
6272d10a162434e125f11718191a262728292a35363738393a434445464748494a53545556575859
5a636465666768696a737475767778797a82838485868788898a92939495969798999aa2a3a4a5a6
00ffd9
\cf0 ({\i \f50 i} = 1 :{\i \f50 k}) be a finite family of polynomials, combine
d in the vector{\i \f50 R} = ({\i \f50 R}{\dn006 \fs14 1}{\i \f50 ,}{\i \f50
.}{\i \f50 .}{\i \f50 .}{\i \f50 ,}{\i \f50 R}{\i\dn006 \f50 \fs14 k}){\i\u
p006 \f50 \fs14 T} . The
\par}{\phpg\posx1763\pvpg\posy2550\absw9357\absh546 \sl-288 \f20 \fs21 \cf0 {\b
ideal} generated by the{\i \f50 R}{\i\dn006 \f50 \fs14 i} is the vector space
\par
}
{\phpg\posx6730\pvpg\posy3366\absw88\absh156 \i \f50 \fs14 \cf0 \i \f50 \fs14 \c
f0 k \par
}
{\phpg\posx3836\pvpg\posy3599\absw2502\absh373 \i \f50 \fs21 \cf0 \i \f50 \fs21
\cf0 I{\i0 \f40 h}R{\i0 \f40 i}{\i0 \f20 =} I{\i0 \f40 h}R{\i0\dn006 \f20 \fs14
1}, . . . , R{\i0 \f40 i}{\i0 \f20 := }\par
}
f0 k \par
}
{\phpg\posx6405\pvpg\posy3334\absw544\absh837 \f10 \fs21 \cf0 \f10 \fs21 \cf0 n
X \par
}
cf0 i{\i0 \f20 =1 }\par
}
{\phpg\posx1763\pvpg\posy4331\absw6919\absh275 \f20 \fs21 \cf0 \f20 \fs21 \cf0 T
he{\b multiplicative}{\b monoid} generated by the{\i \f50 R}{\i\dn006 \f50 \
fs14 i} is the semigroup \par
}

f0 k \par
}
\cf0 M{\i0 \f40 h}R{\i0 \f40 i}{\i0 \f20 =} M{\i0 \f40 h}R{\i0\dn006 \f20 \fs14
1}, . . . , R{\i0 \f40 i}{\i0 \f20 := }\par
}
f0 k \par
}
{\phpg\posx1763\pvpg\posy5778\absw4472\absh288 \f20 \fs21 \cf0 \f20 \fs21 \cf0 A
{\b polynomial}{\b cone}{\i \f50 C} is a subset of{\f10 R}[{\i \f50 x
}\par
}
Y \par
}
cf0 i{\i0 \f20 =1 }\par
}
\cf0 R{\i0 \f10
} e{\i0 \f40 {\field{\*\fldinst SYMBOL 206 \\f Symbol }}}{\i
0 \f10 N}
. \par
}
f0 i \par
}
f0 i \par
}
par
}
cf0 e{\dn006 \fs10 i}{\i0 \f10 \fs21 }\par
}
{\phpg\posx7774\pvpg\posy4790\absw165\absh803 \f10 \fs21 \cf0 \f10 \fs21 \cf0 \p
ar
}
{\phpg\posx8668\pvpg\posy4799\absw165\absh803 \f10 \fs21 \cf0 \f10 \fs21 \cf0 o
\par
}
\cf0 a{\dn006 \fs14 i}R{\dn006 \fs14 i}{\i0 \f10 } a{\dn006 \fs14 i}{\i0 \f40
{\field{\*\fldinst SYMBOL 206 \\f Symbol }}}{\i0 \f10 R}{\i0 \f20 [}x \par
}
\par}{\phpg\posx7504\pvpg\posy3325\absw165\absh932 \sl-216 \f10 \fs21 \cf0 \par
}
{\phpg\posx8515\pvpg\posy3605\absw331\absh229 \f20 \fs14 \cf0 \f20 \fs14 \cf0 1:
{\i \f50 n}{\fs21 ] }\par
}
\par
}
f0 . \par
}
such that{\i \f50 r} +{\i \f50 s,}{\i \f50 rs}{\f40 {\field{\*\fldinst SYM
BOL 206 \\f Symbol }}}{\i \f50 C} whenever{\i \f50 r,}{\i \f50 s}{\f40 {\f
ield{\*\fldinst SYMBOL 206 \\f Symbol }}}{\i \f50 C}. The smallest polynomi
al cone is the set{\i \f50 SOS }
polynomials which can be represented as sums of squares; we call such polynomial
s{\b SOS }
\par}{\phpg\posx1763\pvpg\posy6102\absw9586\absh1073 \sl-324 \f20 \fs21 \cf0 {\b
polynomials}. The{\b polynomial}{\b cone} generated by the{\i \f50 R}{\i\d
n006 \f50 \fs14 i} is the smallest polynomial cone
taining{\i \f50 R}{\dn006 \fs14 1}{\i \f50 ,}{\i \f50 .}{\i \f50 .}{\i \f50
.}{\i \f50 ,}{\i \f50 R}{\i\dn006 \f50 \fs14 k}; it is given by \par
}
{\phpg\posx9384\pvpg\posy7490\absw163\absh167 \f20 \fs14 \cf0 \f20 \fs14 \cf0 2{
\i \f50 \fs10 k }\par
}
f0 k \par
}
\par
}
par
}
cf0 S \par
}
ar
}
par
}
\par
}
f0 . \par
}
{\phpg\posx10822\pvpg\posy7555\absw359\absh215 \f20 \fs21 \cf0 \f20 \fs21 \cf0 (
2) \par
}
{\phpg\posx6484\pvpg\posy5778\absw4260\absh404 \f20 \fs21 \cf0 \f20 \fs21 \cf0 ]
containing all squares{\i \f50 a}{\up006 \fs14 2} with{\i \f50 a}{\f40
{\field{\*\fldinst SYMBOL 206 \\f Symbol }}}{\f10 R}[{\i \f50 x }\par
}
1) \par
}
{\phpg\posx6240\pvpg\posy5915\absw239\absh143 \f20 \fs14 \cf0 \f20 \fs14 \cf0 1:
{\i \f50 n }\par
}
:{\i \f50 n}{\fs21 ], }\par
}
{\phpg\posx1763\pvpg\posy8140\absw8605\absh266 \f20 \fs21 \cf0 \f20 \fs21 \cf0 w
here{\i \f50 R}{\i\dn006 \f50 \fs14 S} denotes the vector containing the 2{\i
\up006 \f50 \fs14 k} polynomials in the{\b squarefree}{\b part }\par
}

f0 k \par
}
\cf0 C{\i0 \f40 h}R{\i0 \f40 i}{\i0 \f20 =} C{\i0 \f40 h}R{\i0\dn006 \f20 \fs14
1}, . . . , R{\i0 \f40 i}{\i0 \f20 =} y{\i0 \f20
+} Y{\up006 \fs14 T}
R{\i0 \f10
} y{\i0 \f40
{\field{\*\fldinst SYMBOL 206 \\f Symbol }}} SOS,
Y{\i0 \f40 {\field{\*\fldinst SYMBOL 206 \\f Symbol }}} SOS \par
}
ar
}
\cf0 S{\i0 \f40 h}R{\i0 \f40 i}{\i0 \f20 =} S{\i0 \f40 h}R{\i0\dn006 \f20 \fs14
1}, . . . , R{\i0 \f40 i}{\i0 \f20 := }\par
}
f0 k \par
}
Y \par
}
cf0 i{\i0 \f20 =1 }\par
}
f{\i \f50 M}{\f40 h}{\i \f50 R}{\dn006 \fs14 1}{\i \f50 ,}{\i \f50 .}{\i \f50
.}{\i \f50 .}{\i \f50 ,}{\i \f50 R}{\i\dn006 \f50 \fs14 k}{\f40 i}. \par
}
\cf0 R{\i0 \f10
} e{\i0 \f40 {\field{\*\fldinst SYMBOL 206 \\f Symbol }}}{\i
0 \f40 \{}{\i0 \f20 0},{\i0 \f20 1}{\i0 \f40 \} }\par
}
f0 i \par
}
f0 i \par
}
cf0 e{\dn006 \fs10 i}{\i0 \f10 \fs21 }\par
}
ar
}
\par
}
\cf0 2.1 Theorem. (Polynomial transposition theorem I)
cf0 {\b0\i \f10 Let}{\b0\i \f50 P}{\b0\i \f10 ,}{\b0\i \f50 Q}{\b0\i \f10 ,}{\
b0\i \f10 and}{\b0\i \f50 R}{\b0\i \f10 be}{\b0\i \f10 vectors}{\b0\i \f10
of}{\b0\i \f10 polynomials.}{\b0\i \f10 Then}{\b0\i \f10 exactly}{\b0\i \f10
one}{\b0\i \f10 of}{\b0\i \f10 the}{\b0\i \f10 following}{\b0\i \f10 holds
: }\par
}
\cf0 (i){\f50 P}{\i0 \f20 (}{\f50 x}{\i0 \f20 )}{\i0 \f40 {\field{\*\fldinst
SYMBOL 179 \\f Symbol }}}{\i0 \f20 0}{\f50 ,}{\f50
Q}{\i0 \f20 (}{\f50 x}{\
i0 \f20 )}{\i0 \f20 =}{\i0 \f20 0}{\f50 ,}{\f50

R}{\dn006 \f50 \fs14 i}{\i
0 \f20 (}{\f50 x}{\i0 \f20 )}{\i0 \f40 6}{\i0 \f20 =}{\i0 \f20 0} for{\f50 i}
{\i0 \f20 =}{\i0 \f20 1}{\f50 ,}{\f50 .}{\f50 .}{\f50 .}{\f50 ,}{\f50 k},
\par
}
\cf0 for some{\f50 x}{\i0 \f40 {\field{\*\fldinst SYMBOL 206 \\f Symbol }}}{\
i0 R}{\up006 \f50 \fs14 n}, \par
}
1 \cf0 (ii){\f50 f}{\i0 \f20 +}{\f50 g}{\i0 \f20 +}{\f50 h}{\i0 \f20 =}{\i
0 \f20 0} for some{\f50 f}{\i0 \f40 {\field{\*\fldinst SYMBOL 206 \\f Symbol
}}}{\f50 C}{\i0 \f40 h}{\f50 P}{\i0 \f40 i},{\f50 g}{\i0 \f40 {\field{\*\fl
dinst SYMBOL 206 \\f Symbol }}}{\f50 I}{\i0 \f40 h}{\f50 Q}{\i0 \f40 i}, and{\f
50 h}{\i0 \f40 {\field{\*\fldinst SYMBOL 206 \\f Symbol }}}{\f50 M}{\i0 \f40
h}{\f50 R}{\i0\dn006 \f20 \fs14 1}{\i0\up006 \f20 \fs14 2}{\f50 ,}{\f50 .}{\f5
0 .}{\f50 .}{\f50 ,}{\f50 R}{\dn006 \f50 \fs14 k2}{\i0\up006 \f20 \fs14 i}{
\i0 \f40 . }
\par}{\phpg\posx1763\pvpg\posy11631\absw9464\absh2226 \sl-296 \par\i \f10 \fs21
\cf0 {\f50 Proof.}{\i0 \f20 That}{\i0 \f20 conditions}{\i0 \f20 (i)}{\i0 \
f20 and}{\i0 \f20 (ii)}{\i0 \f20 are}{\i0 \f20 mutually}{\i0 \f20 inco
nsistent}{\i0 \f20 can}{\i0 \f20 easily}{\i0 \f20 be}{\i0 \f20 seen.}{\i
0 \f20 Indeed,}{\i0 \f20 if }
\cf0 {\i0 \f20 (i)}{\i0 \f20 holds}{\i0 \f20 then}{\i0 \f20 for}{\i0 \f20
any}{\f50 f}{\i0 \f40 {\field{\*\fldinst SYMBOL 206 \\f Symbol }}}{\f50 C}
{\i0 \f40 h}{\f50 P}{\i0 \f40 i}{\i0 \f20 ,}{\f50 g}{\i0 \f40 {\field{\*\fl
dinst SYMBOL 206 \\f Symbol }}}{\f50 I}{\i0 \f40 h}{\f50 Q}{\i0 \f40 i}{\i0 \f2
0 ,}{\i0 \f20 and}{\f50 h}{\i0 \f40 {\field{\*\fldinst SYMBOL 206 \\f Symbo
l }}}{\f50 M}{\i0 \f40 h}{\f50 R}{\i0\dn006 \f20 \fs14 1}{\i0\up006 \f20 \fs14
2}{\f50 ,}{\f50 .}{\f50 .}{\f50 .}{\f50 ,}{\f50 R}{\dn006 \f50 \fs14 k2}{
\i0\up006 \f20 \fs14 i}{\i0 \f40 ,}{\i0 \f20 }{\i0 \f20 we}{\i0 \f20 have}{
\f50 f}{\i0 \f20 (}{\f50 x}{\i0 \f20 )}{\i0 \f40 {\field{\*\fldinst SYMBOL 17
9 \\f Symbol }}}{\i0 \f20 0, }
{\f50 g}{\i0 \f20 (}{\f50 x}{\i0 \f20 )}{\i0 \f20 =}{\i0 \f20 0,}{\i0 \f20
and}{\f50 h}{\i0 \f20 (}{\f50 x}{\i0 \f20 )}{\f50 >}{\i0 \f20 0,}{\i0 \f2
0 whence}{\f50 f}{\i0 \f20 (}{\f50 x}{\i0 \f20 )}{\i0 \f20 +}{\f50 g}{\i0 \
f20 (}{\f50 x}{\i0 \f20 )}{\i0 \f20 +}{\f50 h}{\i0 \f20 (}{\f50 x}{\i0 \f20 )}
{\f50 >}{\i0 \f20 0,}{\i0 \f20 contradicting}{\i0 \f20 (ii).}{\i0 \f20
That}{\i0 \f20 one}{\i0 \f20 of }
{\i0 \f20 the}{\i0 \f20 two}{\i0 \f20 conditions}{\i0 \f20 can}{\i0 \f20
always}{\i0 \f20 be}{\i0 \f20 satisfied}{\i0 \f20 is}{\i0 \f20 the}{\i
0 \f20 hard}{\i0 \f20 part.}{\i0 \f20
It}{\i0 \f20 follows}{\i0 \f20
from}{\i0 \f20 the}{\i0 \f20 statement }
\cf0 \fi4620 {\i0 \f20 5 }\par
}
ffd8ffe000104a46494600010100000100010000ffdb004300010101010101010101010101010101
01010101010101010101010101010101010101010101010101010101010101010101010101010101
010101010101010101ffdb0043010101010101010101010101010101010101010101010101010101
0101010101010101010101010101010101010101010101010101010101010101010101010101ffc0
001108034a025303012200021101031101ffc4001f00000105010101010101000000000000000001
02030405060708090a0bffc400b5100002010303020403050504040000017d010203000411051221
31410613516107227114328191a1082342b1c11552d1f02433627282090a161718191a2526272829
2a3435363738393a434445464748494a535455565758595a636465666768696a737475767778797a
0101010101010101010000000000000102030405060708090a0bffc400b511000201020404030407
05040400010277000102031104052131061241510761711322328108144291a1b1c109233352f015
6272d10a162434e125f11718191a262728292a35363738393a434445464748494a53545556575859
5a636465666768696a737475767778797a82838485868788898a92939495969798999aa2a3a4a5a6
00ffd9
\cf0 that the inconsistency of (i) implies the solvability of (ii), w
hich is equivalent to the Weak \par
}
{\phpg\posx1763\pvpg\posy2866\absw7945\absh215 \f20 \fs21 \cf0 \f20 \fs21 \cf0 P
ositivstellensatz stated and proved as Theorem 4.4.2 in Bochnak et al. [4]. \pa
r
}
{\phpg\posx10954\pvpg\posy2860\absw165\absh373 \f40 \fs21 \cf0 \f40 \fs21 \cf0 t
}{\phpg\posx10954\pvpg\posy2860\absw165\absh373 \f40 \fs21 \cf0 u \par
}
For our application to optimality conditions, we need the following slightly dif
erent formu\par}{\phpg\posx1763\pvpg\posy3644\absw9509\absh3395 \sl-288 \f20 \fs21 \cf0 lat
ion.
{\b 2.2}{\b Theorem.}{\b (Polynomial}{\b transposition}{\b theorem}{\b
II) }
{\i \f10 Let}{\i \f50 P}{\i \f10 ,}{\i \f50 Q}{\i \f10 ,}{\i \f10 and}{\i \f
50 R}{\i \f10 be}{\i \f10 vectors}{\i \f10 of}{\i \f10 polynomials.}{\i \f1
0 Then}{\i \f10 exactly}{\i \f10 one}{\i \f10 of}{\i \f10 the}{\i \f10 fo
llowing}{\i \f10 holds: }
{\i \f10 (i)}{\i \f50 P} ({\i \f50 x}){\f40 {\field{\*\fldinst SYMBOL 179 \\f
Symbol }}} 0{\i \f10 ,}{\i \f50 Q}({\i \f50 x}) = 0{\i \f10 ,}{\i \f10 and}{\
i \f50 R}({\i \f50 x}){\i \f50 >} 0{\i \f10 for}{\i \f10 some}{\i \f50 x}{\
f40 {\field{\*\fldinst SYMBOL 206 \\f Symbol }}}{\f10 R}{\i\up006 \f50 \fs14
n}{\i \f10 , }
{\i \f10 (ii)}{\i \f50 f} +{\i \f50 g} +{\i \f50 h} = 0{\i \f10 for}{\i \f1
0 some}{\i \f50 f}{\f40 {\field{\*\fldinst SYMBOL 206 \\f Symbol }}}{\i \f50
C}{\f40 h}{\i \f50 P,}{\i \f50 R}{\f40 i}{\i \f10 ,}{\i \f50 g}{\f40 {\fiel
d{\*\fldinst SYMBOL 206 \\f Symbol }}}{\i \f50 I}{\f40 h}{\i \f50 Q}{\f40 i}{\i
\f10 ,}{\i \f10 and}{\i \f50 h}{\f40 {\field{\*\fldinst SYMBOL 206 \\f Symbo
l }}}{\i \f50 M}{\f40 h}{\i \f50 R}{\f40 i}{\i \f10 . }
{\i \f50 Proof.} That conditions (i) and (ii) are mutually inconsistent can ag
ain easily be seen. Indeed,
\par}{\phpg\posx1763\pvpg\posy3644\absw9509\absh3395 \sl-288 \f20 \fs21 \cf0 if
(i) holds then for any{\i \f50 f}{\f40 {\field{\*\fldinst SYMBOL 206 \\f
Symbol }}}{\i \f50 C}{\f40 h}{\i \f50 P}{\f40 i},{\i \f50 g}{\f40 {\field{
\*\fldinst SYMBOL 206 \\f Symbol }}}{\i \f50 I}{\f40 h}{\i \f50 Q}{\f40 i}, an
d{\i \f50 h}{\f40 {\field{\*\fldinst SYMBOL 206 \\f Symbol }}}{\i \f50 M}{\f4
0 h}{\i \f50 R}{\f40 i}, we have{\i \f50 f}({\i \f50 x}){\f40 {\field{\*\fld
inst SYMBOL 179 \\f Symbol }}} 0,{\i \f50 g}({\i \f50 x}) = 0,
\par}{\phpg\posx1763\pvpg\posy3644\absw9509\absh3395 \sl-288 \f20 \fs21 \cf0 and
{\i \f50 h}({\i \f50 x}){\i \f50 >} 0, whence{\i \f50 f}({\i \f50 x}) +{\i \f
50 g}({\i \f50 x}) +{\i \f50 h}({\i \f50 x}){\i \f50 >} 0, contradicting (ii)
. \par
}
ar
}
{\phpg\posx10431\pvpg\posy7474\absw165\absh803 \f10 \fs21 \cf0 \f10 \fs21 \cf0 \
par
}
{\phpg\posx1763\pvpg\posy8539\absw1503\absh215 \f20 \fs21 \cf0 \f20 \fs21 \cf0 r
esult follows. \par
}
{\phpg\posx1763\pvpg\posy7667\absw9357\absh893 \f20 \fs21 \cf0 \f20 \fs21 \cf0 I
f, on the other hand, (i) is inconsistent, this implies that the sys
tem{\i \f50
P} ({\i \f50 x}){\i \f50 ,}{\i \f50 R}({\i \f50 x}){\f40
{\f
ield{\*\fldinst SYMBOL 179 \\f Symbol }}} 0,
\f50 Q} ({\i \f50 x}) = 0, and{\i \f50 R}({\i \f50 x}){\f40 6}= 0 is i
nconsistent, and by Theorem 2.1, there exist{\i \f50 f}{\f40 {\field{\
*\fldinst SYMBOL 206 \\f Symbol }}}{\i \f50 C}{\f40 h}{\i \f50 P,}{\i \f50 R}
{\f40 i},
\par}{\phpg\posx1763\pvpg\posy7667\absw9357\absh893 \sl-202 \f20 \fs21 \cf0 \fi7
725 {\fs14 2 }
\f50 g}{\f40 {\field{\*\fldinst SYMBOL 206 \\f Symbol }}}{\i \f50 I}{\f40 h}{
\i \f50 Q}{\f40 i}, and{\i \f50 h}{\f40 {\field{\*\fldinst SYMBOL 206 \\f Sym
bol }}}{\i \f50 M}{\f40 h}{\i \f50 R}{\dn006 \fs14 1}{\up006 \fs14 2}{\i \f50
,}{\i \f50 .}{\i \f50 .}{\i \f50 .}{\i \f50 ,}{\i \f50 R}{\up006 \fs14 2}{
\f40 i} with{\i \f50 f} +{\i \f50 g} +{\i \f50 h} = 0. Since{\i \f50 M}{\
f40 h}{\i \f50 R}{\up006 \fs14 2}{\i \f50 ,}{\i \f50 .}{\i \f50 .}{\i \f50 .
}{\i \f50 ,}{\i \f50 R}{\f40 i}{\f40 {\field{\*\fldinst SYMBOL 204 \\f Symb
ol }}}{\i \f50 M}{\f40 h}{\i \f50 R}{\f40 i}, the \par
}
f0 k \par
}
par
}
f0 k \par
}
}
Both versions have the following common generalization.
{\b 2.3}{\b Theorem.}{\b (General}{\b polynomial}{\b transposition}{\b
theorem) }
{\i \f10 Let}{\i \f50 P}{\i \f10 ,}{\i \f50 Q}{\i \f10 ,}{\i \f50 R}{\i \f10
,}{\i \f10 and}{\i \f50 S}{\dn006 \fs14 1}{\i \f50 ,}{\i \f50 .}{\i \f50 .
}{\i \f50 .}{\i \f50 ,}{\i \f50 S}{\i\dn006 \f50 \fs14 k}{\i \f10 be}{\i \
f10 vectors}{\i \f10 of}{\i \f10 polynomials.}{\i \f10 Then}{\i \f10 exact
ly}{\i \f10 one}{\i \f10 of}{\i \f10 the}{\i \f10 following }
\f10 holds: }
{\i \f10 (i)}{\i \f50 P} ({\i \f50 x}){\f40 {\field{\*\fldinst SYMBOL 179 \\f
Symbol }}} 0{\i \f10 ,}{\i \f50 Q}({\i \f50 x}) = 0{\i \f10 ,}{\i \f50 R}({\i
\f50 x}){\i \f50 >} 0{\i \f10 ,}{\i \f10 and}{\i \f50 S}{\i\dn006 \f50 \fs14
i}({\i \f50 x}){\f40 6}= 0{\i \f10 for}{\i \f50 i} = 1{\i \f50 ,}{\i \f50
.}{\i \f50 .}{\i \f50 .}{\i \f50 ,}{\i \f50 k}{\i \f10 ,}{\i \f10 for}{\i \
f10 some}{\i \f50 x}{\f40 {\field{\*\fldinst SYMBOL 206 \\f Symbol }}}{\f10
R}{\i\up006 \f50 \fs14 n}{\i \f10 , }
{\i \f10 (ii)}{\i \f50 f} +{\i \f50 g} +{\i \f50 h} = 0{\i \f10 for}{\i \f1
0 some}{\i \f50 f}{\f40 {\field{\*\fldinst SYMBOL 206 \\f Symbol }}}{\i \f50
C}{\f40 h}{\i \f50 P,}{\i \f50 R}{\f40 i}{\i \f10 ,}{\i \f50 g}{\f40 {\fiel
d{\*\fldinst SYMBOL 206 \\f Symbol }}}{\i \f50 I}{\f40 h}{\i \f50 Q}{\f40 i}{\i
\f10 ,}{\i \f10 and}{\i \f50 h}{\f40 {\field{\*\fldinst SYMBOL 206 \\f Symbo
l }}}{\i \f50 M}{\f40 h}{\i \f50 R,}{\i \f50 S}{\dn006 \fs14 1}{\i\up006 \f50
\fs14 T}{\i \f50 S}{\dn006 \fs14 1}{\i \f50 ,}{\i \f50 .}{\i \f50 .}{\i \f50
.}{\i \f50 ,}{\i \f50 S}{\i \f50 \fs14 k}{\i\up006 \f50 \fs14 T}{\i \f50 S}
{\i \f50 \fs14 k}{\f40 i}{\i \f10 . }
{\i \f50 Proof.} That conditions (i) and (ii) are mutually inconsistent can be
proved as before. Given
(i) holds, then for any{\i \f50 f}{\f40 {\field{\*\fldinst SYMBOL 206 \\
f Symbol }}}{\i \f50 C}{\f40 h}{\i \f50 P,}{\i \f50 R}{\f40 i},{\i \f50 g}{\
f40 {\field{\*\fldinst SYMBOL 206 \\f Symbol }}}{\i \f50 I}{\f40 h}{\i \f50 Q
}{\f40 i}, and{\i \f50 h}{\f40 {\field{\*\fldinst SYMBOL 206 \\f Symbol }}}{
\i \f50 M}{\f40 h}{\i \f50 R,}{\i \f50 S}{\dn006 \fs14 1}{\i\up006 \f50 \fs14
T}{\i \f50 S}{\dn006 \fs14 1}{\i \f50 ,}{\i \f50 .}{\i \f50 .}{\i \f50 .}{\
i \f50 ,}{\i \f50 S}{\i \f50 \fs14 k}{\i\up006 \f50 \fs14 T}{\i \f50 S}{\i \f
50 \fs14 k}{\f40 i}, we have
\f50 f} ({\i \f50 x}){\f40 {\field{\*\fldinst SYMBOL 179 \\f Symbol }}} 0,{\i
\f50 g}({\i \f50 x}) = 0, and{\i \f50 h}({\i \f50 x}){\i \f50 >} 0, leading t
o{\i \f50 f}({\i \f50 x}) +{\i \f50 g}({\i \f50 x}) +{\i \f50 h}({\i \f50 x})
{\i \f50 >} 0, contradicting (ii). \par
}
\par
}
ffd8ffe000104a46494600010100000100010000ffdb004300010101010101010101010101010101
01010101010101010101010101010101010101010101010101010101010101010101010101010101
010101010101010101ffdb0043010101010101010101010101010101010101010101010101010101
0101010101010101010101010101010101010101010101010101010101010101010101010101ffc0
001108034a025303012200021101031101ffc4001f00000105010101010101000000000000000001
02030405060708090a0bffc400b5100002010303020403050504040000017d010203000411051221
31410613516107227114328191a1082342b1c11552d1f02433627282090a161718191a2526272829
2a3435363738393a434445464748494a535455565758595a636465666768696a737475767778797a
0101010101010101010000000000000102030405060708090a0bffc400b511000201020404030407
05040400010277000102031104052131061241510761711322328108144291a1b1c109233352f015
6272d10a162434e125f11718191a262728292a35363738393a434445464748494a53545556575859
5a636465666768696a737475767778797a82838485868788898a92939495969798999aa2a3a4a5a6
00ffd9
\cf0 t
}
{\phpg\posx1763\pvpg\posy2839\absw9356\absh690 \f20 \fs21 \cf0 \f20 \fs21 \cf0 a
nd{\i \f50
R}({\i \f50 x}){\i \f50 ,}{\i \f50 S}{\dn006 \fs14 1}({\i \f50 x
}{\i\up006 \f50 \fs14 T)} {\i \f50 S}{\dn006 \fs14 1}({\i \f50 x}){\i \f50
,}{\i \f50 .}{\i \f50 .}{\i \f50 .}{\i \f50 ,}{\i \f50 S}{\i \f50 \fs14 k}
({\i \f50 x}{\i\up006 \f50 \fs14 T)} {\i \f50 S}{\i \f50 \fs14 k}({\i \f50
x}){\i \f50
>} 0 is inconsistent, and by Theorem 2.2, there
exist polynomials{\i \f50 f}{\f40 {\field{\*\fldinst SYMBOL 206 \\f Symbol }}
}{\i \f50 C}{\f40 h}{\i \f50 P,}{\i \f50 R}{\f40 i},{\i \f50 g}{\f40 {\field
{\*\fldinst SYMBOL 206 \\f Symbol }}}{\i \f50 I}{\f40 h}{\i \f50 Q}{\f40 i}, an
d{\i \f50 h}{\f40 {\field{\*\fldinst SYMBOL 206 \\f Symbol }}}{\i \f50 M}{\f4
0 h}{\i \f50 R,}{\i \f50 S}{\dn006 \fs14 1}{\i\up006 \f50 \fs14 T}{\i \f50 S}{
\dn006 \fs14 1}{\i \f50 ,}{\i \f50 .}{\i \f50 .}{\i \f50 .}{\i \f50 ,}{\i \
f50 S}{\i \f50 \fs14 k}{\i\up006 \f50 \fs14 T}{\i \f50 S}{\i \f50 \fs14 k}{\f
40 i} with{\i \f50 f} +{\i \f50 g} +{\i \f50 h} = 0. \par
}
he{\f10 f}act that (i) is inconsistent implies that the system of constraints{\i
\f50 R}({\i \f50 x}){\f40 {\field{\*\fldinst SYMBOL 179 \\f Symbol }}} 0,{\i
\f50 Q}({\i \f50 x}) = 0, \par
}
ar
}
The equivalence of the three transposition theorems 2.1, 2.2, and 2.3 can be see
n by taking
{\i \f50 R} ({\i \f50 x}){\f40 {\field{\*\fldinst SYMBOL 186 \\f Symbol }}} 1{
\f40 {\field{\*\fldinst SYMBOL 206 \\f Symbol }}}{\f10 R} in Theorem 2.3 and n
oting that{\i \f50 C}{\f40 h}{\i \f50 P,} 1{\f40 i} ={\i \f50 C}{\f40 h}{\i \f
50 P}{\f40 i} and{\i \f50 M}{\f40 h}1{\i \f50 ,}{\i \f50 S}{\dn006 \fs14 1}{
\i\up006 \f50 \fs14 T}{\i \f50 S}{\fs14 1}{\i \f50 ,}{\i \f50 .}{\i \f50 .}{\
i \f50 .}{\i \f50 ,}{\i \f50 S}{\i \f50 \fs14 k}{\i\up006 \f50 \fs14 T}{\i \
f50 S}{\i \f50 \fs14 k}{\f40 i} =
{\i \f50 M}{\f40 h}{\i \f50 S}{\dn006 \fs14 1}{\up006 \fs14 2}{\i \f50 ,}{\i \
f50 .}{\i \f50 .}{\i \f50 .}{\i \f50 ,}{\i \f50 S}{\i\dn006 \f50 \fs14 k}{
\up006 \fs14 2}{\f40 i} when all{\i \f50 S}{\i \f50 \fs14 j} are scalars.
\par}{\phpg\posx1763\pvpg\posy4222\absw9485\absh3769 \sl-432 \f20 \fs21 \cf0 The
following result gives necessary and sufcient conditions for the glob
al optimality of a
\par}{\phpg\posx1763\pvpg\posy4222\absw9485\absh3769 \sl-288 \f20 \fs21 \cf0 fea
sible point of an optimization problem defined in terms of a polynomial objectiv
e function
\f50 f} and polynomial constraints. In most applications,{\i \f50 f} will b
e a real-valued function.
However, it is not difcult to state and prove analogous conditions f
or multiobjective opti\par}{\phpg\posx1763\pvpg\posy4222\absw9485\absh3769 \sl-288 \f20 \fs21 \cf0 miz
ation problems, by allowing{\i \f50 f} to be vector-valued. In this case, opt
imality is replaced by
\par}{\phpg\posx1763\pvpg\posy4222\absw9485\absh3769 \sl-288 \f20 \fs21 \cf0 Par
eto optimality, defined as follows. The point{\f10 bx}{\i \f50 } is called{\b
weakly}{\b Pareto}{\b minimal} with
pect to the continuous function{\i \f50 f} :{\i \f50 X}{\f40 {\field{\*\fld
inst SYMBOL 205 \\f Symbol }}}{\f10 R}{\i\up006 \f50 \fs14 n}{\f40 {\field{\
*\fldinst SYMBOL 174 \\f Symbol }}}{\f10 R}{\i\up006 \f50 \fs14 m} for{\i \f5
0 f} on{\i \f50 X} if{\i \f50 x}{\f40 {\field{\*\fldinst SYMBOL 206 \\f Sy
mbol }}}{\i \f50 X} and there exists
\par}{\phpg\posx1763\pvpg\posy4222\absw9485\absh3769 \sl-288 \f20 \fs21 \cf0 a n
eighborhood of{\f10 bx}{\i \f50 } in{\i \f50 X} which does not contain a poi
nt{\i \f50 y} with{\i \f50 f}({\i \f50 y}){\i \f50 <}{\i \f50 f}({\f10 bx}{
\i \f50 )}. \par
}
\cf0 2.4 Theorem. (Global Karush-John conditions)
cf0 {\b0\i \f10 Let}{\b0\i \f50 x{\f63 \u710\'3f}}{\b0 }{\b0\i \f10 be}{\b0\i
\f10 a}{\b0\i \f10 feasible}{\b0\i \f10 point}{\b0\i \f10 of}{\b0\i \f10 t
he}{\b0\i \f10 polynomial}{\b0\i \f10 Pareto-optimization}{\b0\i \f10 problem
}
cf0 \fi3944 {\b0\i \f10 min}{\b0\i \f50 f}{\b0 (}{\b0\i \f50 x}{\b0 ) }
\fi3944 {\b0\i \f10 s.t.}{\b0\i \f50
C}{\b0 (}{\b0\i \f50 x}{\b0 )}{\b0 \f40
{\field{\*\fldinst SYMBOL 179 \\f Symbol }}}{\b0 0}{\b0\i \f50 , }
\fi4452 {\b0\i \f50 F}{\b0 (}{\b0\i \f50 x}{\b0 )}{\b0 =}{\b0 0}{\b0\i \f50 ,
}\par
}
\cf0 where{\f50 f}{\i0 \f40 {\field{\*\fldinst SYMBOL 206 \\f Symbol }}}{\i0
R}{\i0 \f20 [}{\f50 x }\par
}
\cf0 B{\dn006 \fs14 k }\par
}
:{\i \f50 n }\par
}
:{\i \f50 n }\par
}
{\phpg\posx5281\pvpg\posy10267\absw246\absh239 \f20 \fs21 \cf0 \f20 \fs21 \cf0 ]
{\i\up006 \f50 \fs14 m }\par
}
:{\i \f50 n }\par
}
3) \par
}
\cf0 B{\f10 for}{\f10 the}{\f10 vector}{\f10 obtained}{\f10 by}{\f10 conc
atenating} C{\f10 with}{\f10 the}{\f10 vector} G{\i0 \f20 (}x{\i0 \f20 )}{\i0
\f20 =} f{\i0 \f20 ({\f63 \u710\'3f}}x{\i0 \f20 )}{\i0 \f40 {\field{\*\fldins
t SYMBOL 45 \\f Symbol }}} f{\i0 \f20 (}x{\i0 \f20 )}{\f10 ,}{\f10 so}{\f10 th
at }\par
}
={\i \f50 C}{\i\dn006 \f50 \fs14 k}{\i \f10 for}{\i \f50 k}{\f40 {\field{\*
\fldinst SYMBOL 163 \\f Symbol }}}{\i \f50 m}{\i \f10 .}{\i \f10 Then}{\i \f1
0 the}{\i \f10 following}{\i \f10 are}{\i \f10 equivalent: }\par
}
1 \cf0 (i) The point{\f50 x{\f63 \u710\'3f}}{\i0 \f20 } is a global weak Paret
o-minimum of{\i0 \f20 (3)}.
\cf0 (ii) There are a polynomial{\f50 y}{\i0\dn006 \f20 \fs14 0}{\i0 \f40 {\f
ield{\*\fldinst SYMBOL 206 \\f Symbol }}}{\f50 SOS}, polynomial vectors{\f50 Y
}{\i0 \f40 {\field{\*\fldinst SYMBOL 206 \\f Symbol }}}{\f50 SOS}{\i0\up006 \
f20 \fs14 2 }
a multiindex{\f50 {\field{\*\fldinst SYMBOL 97 \\f Symbol }}}{\i0 \f40 {\fiel
d{\*\fldinst SYMBOL 206 \\f Symbol }}}{\i0 N}{\i0\dn006 \f20 \fs14 0}{\up006 \
f50 \fs14 k} with{\i0 \f40 |}{\f50 {\field{\*\fldinst SYMBOL 97 \\f Symbol }}}{
\i0 \f40 |}{\f50 >}{\i0 \f20 0} such that

\cf0 \fi2772 {\f50 \fs14 {\field{\*\fldinst SYMBOL 97 \\f Symbol }}}{\f50 \fs14
T }
\fi2272 {\f50 G}{\i0 \f20 (}{\f50 x}{\i0 \f20 )}{\i0 \f20
+}{\f50 y}{\i0\d
n006 \f20 \fs14 0}{\i0 \f20 (}{\f50 x}{\i0 \f20 )}{\i0 \f20 +}{\f50 Y}{\i0 \f
20 (}{\f50 x}{\up006 \f50 \fs14 T)}{\i0 \f20 }{\f50 B}{\dn006 \f50 \fs14
S}{\i0 \f20 (}{\f50 x}{\i0 \f20 )}{\i0 \f20 +}{\f50 Z}{\i0 \f20 (}{\f50 x}{\i0
\f20 )}{\f50 F}{\i0 \f20 (}{\f50 x}{\i0 \f20 )}{\i0 \f20 =}{\i0 \f20 0 }
\cf0 identically in{\f50 x}.
\cf0 \fi4620 {\i0 \f20 7 }\par
}
]{\i\up006 \f50 \fs14 k}{\i \f10 and}{\i \f50 C}{\f40 {\field{\*\fldinst SY
MBOL 206 \\f Symbol }}}{\f10 R}[{\i \f50 x }\par
}
\cf0 ,{\f50 F}{\i0 \f40 {\field{\*\fldinst SYMBOL 206 \\f Symbol }}}{\i0 R}{
\i0 \f20 [}{\f50 x }\par
}
]{\i\up006 \f50 \fs14 r}{\i \f10 are}{\i \f10 vectors}{\i \f10 of}{\i \f10
polynomials}{\i \f10 in}{\i \f50 x }\par
}
1:{\i \f50 n }\par
}
\cf0 . Write \par
}
\cf0 m{\i0 \f20 +1 }\par
}
\cf0 ,{\f50 Z}{\i0 \f40 {\field{\*\fldinst SYMBOL 206 \\f Symbol }}}{\i0 R}{
\i0 \f20 [}{\f50 x }\par
}
1:{\i \f50 n }\par
}
]{\i\up006 \f50 \fs14 r }\par
}
\cf0 , and \par
}
(4) \par
}
ffd8ffe000104a46494600010100000100010000ffdb004300010101010101010101010101010101
01010101010101010101010101010101010101010101010101010101010101010101010101010101
010101010101010101ffdb0043010101010101010101010101010101010101010101010101010101
0101010101010101010101010101010101010101010101010101010101010101010101010101ffc0
001108034a025303012200021101031101ffc4001f00000105010101010101000000000000000001
02030405060708090a0bffc400b5100002010303020403050504040000017d010203000411051221
31410613516107227114328191a1082342b1c11552d1f02433627282090a161718191a2526272829
2a3435363738393a434445464748494a535455565758595a636465666768696a737475767778797a
0101010101010101010000000000000102030405060708090a0bffc400b511000201020404030407
05040400010277000102031104052131061241510761711322328108144291a1b1c109233352f015
6272d10a162434e125f11718191a262728292a35363738393a434445464748494a53545556575859
5a636465666768696a737475767778797a82838485868788898a92939495969798999aa2a3a4a5a6
00ffd9
}}\par}{\phpg\posx1763\pvpg\posy2577\absw5881\absh800 \i \f10 \fs21 \cf0 \i \f10
\fs21 \cf0 Moreover, any solution of{\i0 \f20 (4)} satisfies
\par}{\phpg\posx1763\pvpg\posy2577\absw5881\absh800 \sl-258 \par\i \f10 \fs21 \c
f0 \fi2255 {\f50 y}{\i0\dn006 \f20 \fs14 0}{\f50 x({\f63 \u710\'3f}}{\i0 \f20
)}{\i0 \f20 }{\i0 \f20 =}{\i0 \f20 0}{\f50 ,}{\i0 \f20
inf}{\i0 \f40 \{
}{\f50 Y}{\i0 \f20 ({\f63 \u710\'3f}}{\f50 x}{\i0 \f20 )}{\f50 ,}{\f50 B}{\dn0
06 \f50 \fs14 S}{\i0 \f20 ({\f63 \u710\'3f}}{\f50 x}{\i0 \f20 )}{\i0 \f40 \}}{\
i0 \f20 =}{\i0 \f20 0}{\f50 , }\par
}
cf0 {\field{\*\fldinst SYMBOL 100 \\f Symbol }} \par
}
cf0 T \par
}
cf0 T \par
}
{\phpg\posx4432\pvpg\posy3631\absw315\absh248 \f40 \fs14 \cf0 \f40 \fs14 \cf0 |{
\i \f50 {\field{\*\fldinst SYMBOL 97 \\f Symbol }}}|{\f20 1 }\par
}
\cf0 f{\dn006 \fs14 i}{\i0 \f20 ({\f63 \u710\'3f}}x{\i0 \f20 )}{\i0 \f20
=}
B{\dn006 \fs14 S}{\i0 \f20 ({\f63 \u710\'3f}}{\i0 \f20 ) }\par
}

par
}
par
}
cf0 F{\i0 \f20 ({\f63 \u710\'3f}}x{\i0 \f20 )}{\i0 \f20 =}{\i0 \f20 0}, \par
}
\cf0 x Y{\i0 \f20 ({\f63 \u710\'3f}}x{\i0 \f20 )}{\i0 \f20 +} F{\i0 \f20 (
{\f63 \u710\'3f}}x{\i0 \f20 )} Z x({\f63 \u710\'3f}{\i0 \f20 )}{\i0 \f20 , }\p
ar
}
par
}
cf0 T \par
}
5)
(6) \par
}
\cf0 where{\f50 {\field{\*\fldinst SYMBOL 97 \\f Symbol }}}{\dn006 \f50 \fs14
i}{\i0 \f20 =}{\i0 \f20 1}.
\par}{\phpg\posx1763\pvpg\posy3936\absw9574\absh3653 \sl-300 \par\i \f10 \fs21 \
cf0 {\f50 Proof.}{\f50 x{\f63 \u710\'3f}}{\i0 \f20 }{\i0 \f20 is}{\i0 \f20
a}{\i0 \f20 global}{\i0 \f20 weak}{\i0 \f20 Pareto-minimum}{\i0 \f20 of}{\i0
\f20 (3)}{\i0 \f20 if}{\i0 \f20 the}{\i0 \f20 conditions }
cf0 \fi2793 {\f50 C}{\i0 \f20 (}{\f50 x}{\i0 \f20 )}{\i0 \f40 {\field{\*\fldin
st SYMBOL 179 \\f Symbol }}}{\i0 \f20 0}{\f50 ,}{\f50
F}{\i0 \f20 (}{\f50
x}{\i0 \f20 )}{\i0 \f20 =}{\i0 \f20 0}{\f50 ,}{\f50
f}{\i0 \f20 (}{\f50 x
}{\i0 \f20 )}{\f50 <}{\f50 f}{\i0 \f20 ({\f63 \u710\'3f}}{\f50 x}{\i0 \f20 ) }
cf0 {\i0 \f20 are}{\i0 \f20 inconsistent.}{\i0 \f20
Because}{\f50 f}{\i0 \
f20 (}{\f50 x}{\i0 \f20 )}{\f50 <}{\f50 f}{\i0 \f20 ({\f63 \u710\'3f}}{\f50
x}{\i0 \f20 )}{\i0 \f20 if}{\f50 G}{\f50 >}{\i0 \f20 0,}{\i0 \f20 the}{
\i0 \f20 polynomial}{\i0 \f20 transposition}{\i0 \f20 theorem, }
{\i0 \f20 Theorem}{\i0 \f20 2.2,}{\i0 \f20 applies}{\i0 \f20 and}{\i0 \f20
shows}{\i0 \f20 that}{\i0 \f20 this}{\i0 \f20 is}{\i0 \f20 equivalent
}{\i0 \f20 to}{\i0 \f20 the}{\i0 \f20 existence}{\i0 \f20 of}{\i0 \f20
polynomials}{\f50 q}{\i0 \f40 {\field{\*\fldinst SYMBOL 206 \\f Symbol }} }
{\f50 C}{\i0 \f40 h}{\f50 B}{\i0 \f40 i}{\i0 \f20 ,}{\f50 r}{\i0 \f40 {\field{
\*\fldinst SYMBOL 206 \\f Symbol }}}{\f50 I}{\i0 \f40 h}{\f50 F}{\i0 \f40 i}{\
i0 \f20 and}{\f50 s}{\i0 \f40 {\field{\*\fldinst SYMBOL 206 \\f Symbol }}}{\f
50 M}{\i0 \f40 h}{\f50 G}{\i0 \f40 i}{\i0 \f20 with}{\f50 q}{\i0 \f20 +}{\f5
0 r}{\i0 \f20 +}{\f50 s}{\i0 \f20 =}{\i0 \f20 0.}{\i0 \f20 Expressing}{\i
0 \f20 this}{\i0 \f20 more}{\i0 \f20 explicitly}{\i0 \f20 using}{\i0 \f20 (
1) }
{\i0 \f20 and}{\i0 \f20 (2)}{\i0 \f20 shows}{\i0 \f20 this}{\i0 \f20 to}{\i0
\f20 be}{\i0 \f20 equivalent}{\i0 \f20 to}{\i0 \f20 (ii)}{\i0 \f20 without
}{\i0 \f20 the}{\i0 \f20 constraint}{\i0 \f20 (5),}{\i0 \f20 and}{\f50 {\fi
eld{\*\fldinst SYMBOL 97 \\f Symbol }}}{\i0 \f20 only}{\i0 \f20 restricted}{\i
0 \f20 to }
{\i0 \f20 be}{\i0 \f20 a}{\i0 \f20 nonnegative}{\i0 \f20 multiindex.}{\i0 \f2
0 The}{\i0 \f20 equivalence}{\i0 \f20 of}{\i0 \f20 (i)}{\i0 \f20 and}{\i0
\f20 (ii)}{\i0 \f20 follows}{\i0 \f20 if}{\i0 \f20 we}{\i0 \f20 show}{\i0 \
f20 that}{\i0 \f40 |}{\f50 {\field{\*\fldinst SYMBOL 97 \\f Symbol }}}{\i0 \f4
0 |}{\i0 \f40 6}{\i0 \f20 =}{\i0 \f20 0. }
cf0 {\i0 \f20 Since}{\f50 x{\f63 \u710\'3f}}{\i0 \f20 }{\i0 \f20 is}{\i0 \f20
feasible,}{\i0 \f20 we}{\i0 \f20 have}{\f50 B}{\f50 x({\f63 \u710\'3f}}{\
i0 \f20 )}{\i0 \f20 }{\i0 \f40 {\field{\*\fldinst SYMBOL 179 \\f Symbol }}}{\i
0 \f20 0,}{\f50 F}{\i0 \f20 ({\f63 \u710\'3f}}{\f50 x}{\i0 \f20 )}{\i0 \f20
=}{\i0 \f20 0,}{\i0 \f20 and}{\i0 \f20 by}{\i0 \f20 construction,}{\f50 G}{
\f50 x({\f63 \u710\'3f}}{\i0 \f20 )}{\i0 \f20 }{\i0 \f20 =}{\i0 \f20 0.}{\i0
\f20 Moreover,}{\i0 \f20 as }
{\i0 \f20 sum}{\i0 \f20 of}{\i0 \f20 squares,}{\f50 y}{\i0\dn006 \f20 \fs14
0}{\f50 x({\f63 \u710\'3f}}{\i0 \f20 )}{\i0 \f20 }{\i0 \f40 {\field{\*\fldins
t SYMBOL 179 \\f Symbol }}}{\i0 \f20 0}{\i0 \f20 and}{\f50 Y}{\i0 \f20 ({\f6
3 \u710\'3f}}{\f50 x}{\i0 \f20 )}{\i0 \f40 {\field{\*\fldinst SYMBOL 179 \\f Sy
mbol }}}{\i0 \f20 0.}{\i0 \f20 Inserting}{\f50 x}{\i0 \f20 =}{\f50 x{\f63
\u710\'3f}}{\i0 \f20 }{\i0 \f20 into}{\i0 \f20 (4)}{\i0 \f20 gives,}{\i0 \f2
0 with}{\i0 \f20 the}{\i0 \f20 Kronecker }
{\f50 {\field{\*\fldinst SYMBOL 100 \\f Symbol }}}{\i0 \f20 , }\par
}
0 \fs21 \cf0 {\field{\*\fldinst SYMBOL 100 \\f Symbol }}
\par}{\phpg\posx1763\pvpg\posy8045\absw2776\absh726 \sl-397 \i \f50 \fs21 \cf0 {
\i0 \f20 This}{\i0 \f20 indeed}{\i0 \f20 forces}{\i0 \f40 |}{\field{\*\fldins
t SYMBOL 97 \\f Symbol }}{\i0 \f40 |} >{\i0 \f20 0. }\par
}
\f40 |}{\i \f50 {\field{\*\fldinst SYMBOL 97 \\f Symbol }}}{\f40 | }\par
}
{\phpg\posx4925\pvpg\posy8039\absw355\absh373 \f40 \fs21 \cf0 \f40 \fs21 \cf0 {\
field{\*\fldinst SYMBOL 163 \\f Symbol }}{\i \f50 {\field{\*\fldinst SYMBOL 100
\\f Symbol }} }\par
}
\f40 |}{\i \f50 {\field{\*\fldinst SYMBOL 97 \\f Symbol }}}{\f40 | }\par
}
{\phpg\posx5660\pvpg\posy8045\absw2793\absh307 \f20 \fs21 \cf0 \f20 \fs21 \cf0 +
{\i \f50 y}{\dn006 \fs14 0}{\i \f50 x({\f63 \u710\'3f}}) +{\i \f50 Y} ({\f6
3 \u710\'3f}{\i \f50 x}){\i \f50 B}{\i\dn006 \f50 \fs14 S}({\f63 \u710\'3f}{\
i \f50 x}) = 0{\i \f50 . }\par
}
cf0 T \par
}
We also get{\i \f50 y}{\dn006 \fs14 0}{\i \f50 x({\f63 \u710\'3f}}) = 0
, and{\i \f50 Y} ({\f63 \u710\'3f}{\i \f50 x}{\i\up006 \f50 \fs14 T)} {\i \
f50 B}{\i\dn006 \f50 \fs14 S}({\f63 \u710\'3f}{\i \f50 x}) = 0. But the
latter inner product is a sum of
\par}{\phpg\posx1763\pvpg\posy8904\absw9455\absh1113 \sl-253 \f20 \fs21 \cf0 non
negative terms, hence each product vanishes, giving the complementarity conditio
ns (5).
\par}{\phpg\posx1763\pvpg\posy8904\absw9455\absh1113 \sl-288 \f20 \fs21 \cf0 Dif
erentiating the relation (4) and evaluating the result at{\i \f50 x{\f63 \u710\
'3f}} yields
\fi1931 {\i\dn006 \f50 \fs14 k }\par
}
= \par
}
\cf0 {\field{\*\fldinst SYMBOL 97 \\f Symbol }} G
\par}{\phpg\posx3998\pvpg\posy10214\absw437\absh229 \sl-144 \i \f50 \fs21 \cf0 \
fi148 {\fs14 i }\par
}
\cf0 {\field{\*\fldinst SYMBOL 97 \\f Symbol }}{\i0 \f40 {\field{\*\fldinst SYMB
OL 45 \\f Symbol }}}e{\dn006 \fs10 i }\par
}
\par
}
\cf0 T \par
}
\par
}
\par
}
\cf0 T \par
}
\par
}
\cf0 x Y{\i0 \f20 ({\f63 \u710\'3f}}x{\i0 \f20 ) }\par
}
\cf0 T \par
}
\fs14 \cf0 i{\i0 \f20 =1 }
{\field{\*\fldinst SYMBOL 97 \\f Symbol }} >{\i0 \f20 0i }
{\i0 \f20 \fs21 +}{\fs21 Z}{\i0 \f20 \fs21 ({\f63 \u710\'3f}}{\up006 T)}{\i0
\f20 \fs21 }{\fs21 F}{\i0 \f20 \fs21 ({\f63 \u710\'3f}}{\fs21 x}{\i0 \f20 \
fs21 )}{\i0 \f20 \fs21 +}{\fs21 F}{\i0 \f20 \fs21 ({\f63 \u710\'3f}}{\i0 \f2
0 \fs21 )}{\fs21 Z}{\i0 \f20 \fs21 ({\f63 \u710\'3f}}{\i0 \f20 \fs21 )}{\fs21
. }\par
}
{\i \f50 \fs21 x }\par
}
{\i \f50 \fs21 x }\par
}
\cf0 T \par
}

\cf0 x \par
}
{\phpg\posx3568\pvpg\posy9982\absw345\absh803 \f10 \fs21 \cf0 \f10 \fs21 \cf0 X
\par
}
\cf0 x{\i0 \f20 )}G{\dn006 \fs14 i} x({\f63 \u710\'3f}{\i0 \f20 )}{\i0 \f20 }
{\i0 \f20
+} y{\i0\dn006 \f20 \fs14 0} x({\f63 \u710\'3f}{\i0 \f20 )}{\i0 \f
20 }{\i0 \f20 +} Y{\i0 \f20 ({\f63 \u710\'3f}}x{\i0 \f20 )} B{\dn006 \fs14
S}{\i0 \f20 ({\f63 \u710\'3f}}x{\i0 \f20 )}{\i0 \f20 +} B{\dn006 \fs14 S}{\i0
\f20 ({\f63 \u710\'3f}}{\i0 \f20 ){\f63 \u768\'3f} }\par
}
(7) \par
}
We now note that{\i \f50 y}{\dn006 \fs14 0}{\i \f50 x0({\f63 \u710\'3f}}{\up0
06 \f40 \fs14 )} = 0 because{\i \f50 y}{\dn006 \fs14 0}{\i \f50 x({\f63 \u71
0\'3f}}) = 0 and{\i \f50 y}{\dn006 \fs14 0} is SOS. Together with the facts
that
\par}{\phpg\posx1763\pvpg\posy11408\absw9362\absh656 \sl-229 \f20 \fs21 \cf0 {\f
40 |}{\i \f50 {\field{\*\fldinst SYMBOL 97 \\f Symbol }}}{\f40 |}{\i \f50 >} 0,
{\i \f50 G}{\i \f50 x({\f63 \u710\'3f}}) = 0, and{\i \f50 F} ({\f63 \u710\'3
f}{\i \f50 x}) = 0, we can simplify (7) and get \par
}
={\i \f50 {\field{\*\fldinst SYMBOL 100 \\f Symbol }} }\par
}
\cf0 T \par
}
\cf0 T \par
}
\cf0 T \par
}
\cf0 T \par
}
{\i \f50 {\field{\*\fldinst SYMBOL 97 \\f Symbol }}}|{\f20 1 }\par
}
\cf0 G{\dn006 \fs14 i} x({\f63 \u710\'3f}{\i0 \f20 )}{\i0 \f20 }{\i0 \f20
+} Y{\i0 \f20 ({\f63 \u710\'3f}}{\i0 \f20 ) }\par
}
\par
}
\par
}
\cf0 x B{\dn006 \fs14 S}{\i0 \f20 ({\f63 \u710\'3f}}x{\i0 \f20 )}{\i0 \f20
+} B{\dn006 \fs14 S}{\i0 \f20 ({\f63 \u710\'3f}}{\i0 \f20 ) }\par
}
\par
}
\cf0 x Y{\i0 \f20 ({\f63 \u710\'3f}}x{\i0 \f20 )}{\i0 \f20 +} F{\i0 \f20
({\f63 \u710\'3f}}x{\i0 \f20 )} Z x({\f63 \u710\'3f}{\i0 \f20 )}{\i0 \f20 , }\
par
}
\par
}
(8) \par
}
for that{\i \f50 i} with{\i \f50 {\field{\*\fldinst SYMBOL 97 \\f Symbol }}}
{\i\dn006 \f50 \fs14 i} = 1. Finally, whenever ({\i \f50 B} ) ({\f63 \u71
0\'3f}{\i \f50 x}){\f40 6}= 0, the complementarity conditions in
\par}{\phpg\posx1763\pvpg\posy12683\absw9456\absh702 \sl-312 \f20 \fs21 \cf0 (5)
imply{\i \f50 Y}{\i\dn006 \f50 \fs14 j}({\f63 \u710\'3f}{\i \f50 x}) = 0 and
then{\i \f50 Y}{\i\dn006 \f50 \fs14 j}{\up006 \f40 \fs14 0}{\i \f50 x({\f63 \
u710\'3f}}T{\i\up006 \f50 \fs14 )}
= 0 since{\i \f50 Y}{\i\dn006 \f50 \fs
14 j} is a SOS. Thus,{\i \f50 Y}{\up006 \f40 \fs14 0}({\f63 \u710\'3f}){\i \
f50 B}{\i\dn006 \f50 \fs14 S}({\f63 \u710\'3f}) = 0, and (8) \par
}
\cf0 S j \par
}
\cf0 x{\up006 \fs14 T }\par
}
\cf0 x \par
}
simplifies further to (6), upon noting that{\i \f50 G}{\i\dn006 \f50 \fs14 i}{
\i \f50 x0({\f63 \u710\'3f}}{\up006 \f40 \fs14 )} = {\f40 {\field{\*\fldinst S
YMBOL 45 \\f Symbol }}}{\i \f50 f}{\i\dn006 \f50 \fs14 i}{\up006 \f40 \fs14 0}(
{\f63 \u710\'3f}
\fi4620 8 \par
}
\cf0 x{\i0 \f20 ). }\par
}
t
}
ffd8ffe000104a46494600010100000100010000ffdb004300010101010101010101010101010101
01010101010101010101010101010101010101010101010101010101010101010101010101010101
010101010101010101ffdb0043010101010101010101010101010101010101010101010101010101
0101010101010101010101010101010101010101010101010101010101010101010101010101ffc0
001108034a025303012200021101031101ffc4001f00000105010101010101000000000000000001
02030405060708090a0bffc400b5100002010303020403050504040000017d010203000411051221
31410613516107227114328191a1082342b1c11552d1f02433627282090a161718191a2526272829
2a3435363738393a434445464748494a535455565758595a636465666768696a737475767778797a
0101010101010101010000000000000102030405060708090a0bffc400b511000201020404030407
05040400010277000102031104052131061241510761711322328108144291a1b1c109233352f015
6272d10a162434e125f11718191a262728292a35363738393a434445464748494a53545556575859
5a636465666768696a737475767778797a82838485868788898a92939495969798999aa2a3a4a5a6
00ffd9
1 \cf0 We may interpret the polynomials in (4) as a certificate that{\i \f50 x{
\f63 \u710\'3f}} is a global optimizer of (3).
\par}{\phpg\posx1763\pvpg\posy2577\absw9562\absh5921 \sl-288 \f20 \fs21 \cf0 For
applications in practice, one would first try to find{\i \f50 x{\f63 \u710\'3f
}} by local optimization or a heuristic
\par}{\phpg\posx1763\pvpg\posy2577\absw9562\absh5921 \sl-288 \f20 \fs21 \cf0 glo
bal search, and then try to prove its globality by solving (4) with the side con
straints (5).
\par}{\phpg\posx1763\pvpg\posy2577\absw9562\absh5921 \sl-288 \f20 \fs21 \cf0 Not
e that the conditions are linear, except for the SOS conditions which
give semidefinite
straints. Since the degree of the polynomials involved is not known a
priori, one would
\par}{\phpg\posx1763\pvpg\posy2577\absw9562\absh5921 \sl-288 \f20 \fs21 \cf0 sol
ve a sequence of linear semidefinite feasibility problems on the finit
e-dimensional spaces
polynomials defined by limiting the total degree of the terms in (4) to{\i \f50
d} = 1{\i \f50 ,} 2{\i \f50 ,} 3{\i \f50 ,}{\i \f50 ...}. Once
\par}{\phpg\posx1763\pvpg\posy2577\absw9562\absh5921 \sl-289 \f20 \fs21 \cf0 a c
ertificate is found one can stop.
Our theorem guarantees that this procedure will be finite if and only if{\i \f5
0 x{\f63 \u710\'3f}} is indeed a global
imizer. In contrast, the method of Lasserre [20] yields an infinite sequence o
f semidef-
\par}{\phpg\posx1763\pvpg\posy2577\absw9562\absh5921 \sl-288 \f20 \fs21 \cf0 ini

te relaxations whose optimal values converge (under some compactness as
sumption) to
global optimum. There is no guarantee that the global optimum is fo
und after finitely
\par}{\phpg\posx1763\pvpg\posy2577\absw9562\absh5921 \sl-288 \f20 \fs21 \cf0 man
y steps. It would be interesting to combine the approaches to a constructive pr
ocedure
\par}{\phpg\posx1763\pvpg\posy2577\absw9562\absh5921 \sl-288 \f20 \fs21 \cf0 for
finding and verifying a global optimizer in finitely many steps.
For rigorous certification, one would have the additional problem of
verifying the existence
an exact certificate close to the computed approximation.
We now relate the global Karush-John conditions to the traditional local condit
ions.
{\b 2.5}{\b Corollary.}{\b (Kuhn-Tucker}{\b conditions)}{\i \f10
If}{\
i \f50 x{\f63 \u710\'3f}} {\i \f10 is}{\i \f10 a}{\i \f10 global}{\i \f10 o
ptimum}{\i \f10 of}{\i \f10 problem} (3){\i \f10 with }
\f50 k} = 1{\i \f10 and} (4){\i \f10 holds}{\i \f10 with}{\i \f50 {\field{\
*\fldinst SYMBOL 97 \\f Symbol }}} = (1){\i \f10 then}{\i \f10 there}{\i \f10
are}{\i \f10 vectors}{\i \f50 y}{\f40 {\field{\*\fldinst SYMBOL 179 \\f Symb
ol }}} 0{\i \f10 and}{\i \f50 z}{\i \f10 with }\par
}
{\phpg\posx1763\pvpg\posy9148\absw6106\absh1466 \f40 \fs21 \cf0 \fi3241 \f40 \fs
21 \cf0 r{\i \f50 f}{\f20 ({\f63 \u710\'3f}}{\i \f50 x}{\f20 )}{\f20 =}{\i \f50
C}{\f20 ({\f63 \u710\'3f}}{\i\up006 \f50 \fs14 T)}{\f20 }{\i \f50 y}{\f2
0 +}{\i \f50 F}{\f20 ({\f63 \u710\'3f}}{\f20 )}{\i \f50 z }
{\i \f10 and }
\par}{\phpg\posx1763\pvpg\posy9148\absw6106\absh1466 \sl-288 \f40 \fs21 \cf0 \fi
3805 {\f20 inf}\{{\i \f50 y,}{\i \f50 C}{\i \f50 x({\f63 \u710\'3f}}{\f20 )}{
\f20 \}} {\f20 =}{\f20 0}{\i \f50 . }
{\i \f50 Proof.}{\f20 We}{\f20 already}{\f20 know}{\f20 by}{\f20 Theorem}
{\f20 2.4}{\f20 (6)}{\f20 that }\par
}
r{\i \f50 f}{\f20 ({\f63 \u710\'3f}}{\i \f50 x}{\f20 )}{\f20 =}{\i \f50 B}{\i\
dn006 \f50 \fs14 S}{\f20 ({\f63 \u710\'3f}}{\i\up006 \f50 \fs14 T) }\par
}
\par
}
\cf0 x Y{\i0 \f20 ({\f63 \u710\'3f}}x{\i0 \f20 )}{\i0 \f20 +} F{\i0 \f20
({\f63 \u710\'3f}}x{\i0 \f20 )} Z x({\f63 \u710\'3f}{\i0 \f20 )}{\i0 \f20 . }\
par
}
\par
}
\cf0 T \par
}

\i \f50 \fs21 x }\par
}
\i \f50 \fs21 x }\par
}
cf0 T \par
}
9) \par
}
10) \par
}
we can write that in a slightly expanded way as follows \par
}
21 \cf0 r{\i \f50 f}{\f20 ({\f63 \u710\'3f}}{\i \f50 x}{\f20 )}{\f20 =}{\i \f50
C}{\i\dn006 \f50 \fs14 S}{\f20 ({\f63 \u710\'3f}}{\i \f50 x}{\i\up006 \f50 \f
s14 T)}{\f20 }{\i \f50 Y }
{\f20 Noting}{\f20 that}{\i \f50 C}{\i\dn006 \f50 \fs14 S}{\f20 ({\f63 \u710
\'3f}}{\i \f50 x}{\f20 )}{\i \f50 Y}{\up006 \f20 \fs14 (2)}{\i \f50 x }\par
}
\par
}
1) \par
}
\cf0 x{\i0 \f20 )}{\i0 \f20 +} G{\i0\dn006 \f20 \fs14 1} x({\f63 \u710\'3f}{\
i0 \f20 )}{\i0 \f20 } C{\dn006 \fs14 S}{\i0 \f20 ({\f63 \u710\'3f}}x{\i0 \f20
)}Y{\f63 \u256\'3f} \par
}
\par
}
\cf0 T \par
}
2) \par
}
\cf0 x{\i0 \f20 )}{\i0 \f20 +} F{\i0 \f20 ({\f63 \u710\'3f}}x{\i0 \f20 )} Z
x({\f63 \u710\'3f}{\i0 \f20 )}{\i0 \f20 .} \par
}
\par
}
\cf0 T \par
}
({\f63 \u710\'3f}){\f40 {\field{\*\fldinst SYMBOL 179 \\f Symbol }}} 0 and{\i \
f50 G}{\dn006 \fs14 1}{\i \f50 x0({\f63 \u710\'3f}}{\up006 \f40 \fs14 T} ){\i
\up006 \f50 \fs14 }=
{\f40 {\field{\*\fldinst SYMBOL 45 \\f Symbol }}r}{\i
\f50 f}({\f63 \u710\'3f}{\i \f50 x}) and expanding further we see that
1093 {\i\dn006 \f50 \fs14 m }\par
}
\cf0 {\field{\*\fldinst SYMBOL 103 \\f Symbol }}{\i0 \f40 r}f{\i0 \f20 ({\f63 \
u710\'3f}}x{\i0 \f20 )}{\i0 \f20 = }\par
}
OL 206 \\f Symbol }}\{}{\i0 \f20 0},{\i0 \f20 1}{\i0 \f40 \}}{\dn006 \fs10 m }\p
ar
}
X \par
}
\fs14 \cf0 i{\i0 \f20 =1 }
\field{\*\fldinst SYMBOL 98 \\f Symbol }}{\dn006 \fs10 i}{\i0 \f20 =1 }\par
}
\cf0 C{\dn006 \fs14 i} x({\f63 \u710\'3f}{\i0 \f20 T}{\up006 \fs14 )}{\i0 \f
20 } C \par
}
\par
}
OL 45 \\f Symbol }}}e{\dn006 \fs10 i }\par
}
{\phpg\posx6742\pvpg\posy12857\absw719\absh332 \f20 \fs14 \cf0 \fi502 \f20 \fs14
\cf0 (1)
\f50 \fs21 x}{\fs21 )}{\i \f50 \fs21 Y}{\i\dn006 \f50 {\field{\*\fldinst SYMBOL
98 \\f Symbol }} }\par
}
\cf0 x{\i0 \f20 )}{\i0 \f20 +} F{\i0 \f20 ({\f63 \u710\'3f}}x{\i0 \f20 )} Z
x({\f63 \u710\'3f}{\i0 \f20 )}{\i0 \f20 }{\i0 \f20 =}{\i0 \f20 0}, \par
}
\par
}
\cf0 T \par
}
\par
}
ffd8ffe000104a46494600010100000100010000ffdb004300010101010101010101010101010101
01010101010101010101010101010101010101010101010101010101010101010101010101010101
010101010101010101ffdb0043010101010101010101010101010101010101010101010101010101
0101010101010101010101010101010101010101010101010101010101010101010101010101ffc0
001108034a025303012200021101031101ffc4001f00000105010101010101000000000000000001
02030405060708090a0bffc400b5100002010303020403050504040000017d010203000411051221
31410613516107227114328191a1082342b1c11552d1f02433627282090a161718191a2526272829
2a3435363738393a434445464748494a535455565758595a636465666768696a737475767778797a
0101010101010101010000000000000102030405060708090a0bffc400b511000201020404030407
05040400010277000102031104052131061241510761711322328108144291a1b1c109233352f015
6272d10a162434e125f11718191a262728292a35363738393a434445464748494a53545556575859
5a636465666768696a737475767778797a82838485868788898a92939495969798999aa2a3a4a5a6
00ffd9
\cf0 where{\i \f50 {\field{\*\fldinst SYMBOL 103 \\f Symbol }}} = 1 +{\i \f50
C}{\i\dn006 \f50 \fs14 S}({\f63 \u710\'3f}{\i \f50 x}){\i \f50 Y}{\up006 \fs14
(2)}{\i \f50 x }\par
}
{\f63 \u710\'3f}){\i \f50 >} 0. We reorder the sums and get
\fi136 {\i\dn006 \f50 \fs14 m }\par
}
\par
}
cf0 i{\i0 \f20 =1 }\par
}
cf0 C{\dn006 \fs14 i} x({\f63 \u710\'3f}{\i0 \f20 T}{\up006 \fs14 ) }\par
}
par
}
cf0 C \par
}

cf0 {\field{\*\fldinst SYMBOL 98 \\f Symbol }}{\i0 \f40 {\field{\*\fldinst SYMBO
L 45 \\f Symbol }}}e{\dn006 \fs10 i }\par
}
\cf0 (1)
\par}{\phpg\posx6627\pvpg\posy3121\absw719\absh332 \sl-188 \f20 \fs14 \cf0 {\i \
f50 \fs21 x}{\fs21 )}{\i \f50 \fs21 Y}{\i\dn006 \f50 {\field{\*\fldinst SYMBOL 9
8 \\f Symbol }}{\f63 \u512\'3f} }\par
}
\cf0 x{\i0 \f20 )}{\i0 \f20 +} F{\i0 \f20 ({\f63 \u710\'3f}}x{\i0 \f20 )} Z{
\i0 \f20 ({\f63 \u710\'3f}}x{\i0 \f20 )}{\i0 \f20 =}{\i0 \f20 0}.{\f63 \u25600
\'3f}{\f63 \u32768\'3f} \par
}
par
}
L 206 \\f Symbol }}\{}{\i0 \f20 0},{\i0 \f20 1}{\i0 \f40 \}}{\up006 \fs10 m }
\par}{\phpg\posx5369\pvpg\posy3508\absw732\absh339 \sl-196 \i \f50 \fs14 \cf0 \f
i183 {\field{\*\fldinst SYMBOL 98 \\f Symbol }}{\dn006 \fs10 i}{\i0 \f20 =1 }\p
ar
}
\par
}
\cf0 {\field{\*\fldinst SYMBOL 103 \\f Symbol }}{\i0 \f40 r}f{\i0 \f20 ({\f63 \u
710\'3f}}x{\i0 \f20 )}{\i0 \f20 = }\par
}
cf0 T \par
}
f we now set \par
}
cf0 y \par
}
cf0 i{\i0 \f20 \fs21 = }\par
}
f50 {\field{\*\fldinst SYMBOL 103 \\f Symbol }} }\par
}
ar
}
\par
}
cf0 C \par
}
L 45 \\f Symbol }}}e{\dn006 \fs10 i }\par
}
{\phpg\posx6660\pvpg\posy4295\absw216\absh143 \f20 \fs14 \cf0 \f20 \fs14 \cf0 (1
) \par
}
cf0 x{\i0 \f20 )}Y{\dn006 \fs14 {\field{\*\fldinst SYMBOL 98 \\f Symbol }} }\par
}
cf0 x{\i0 \f20 )},, \par
}
cf0 z{\i0 \f20 = }\par
}
}
cf0 Z{\i0 \f20 ({\f63 \u710\'3f}}x{\i0 \f20 ) }\par
}
11) \par
}
e get the required equality (9). For the complementarity conditions we calculat
e \par
}
\cf0 C{\i0 \f20 ({\f63 \u710\'3f}}{\i0 \f20 )}y{\i0 \f20 = }\par
}
f0 i \par
}
cf0 i{\fs21 x }\par
}
}
cf0 C{\i0 \f20 ({\f63 \u710\'3f}}x{\i0 \f20 )}Y{\dn006 \fs14 {\field{\*\fldins
t SYMBOL 98 \\f Symbol }} }\par
}
f0 {\field{\*\fldinst SYMBOL 98 \\f Symbol }} \par
}
{\phpg\posx7273\pvpg\posy5628\absw216\absh143 \f20 \fs14 \cf0 \f20 \fs14 \cf0 (1
) \par
}
cf0 x{\i0 \f20 )}{\i0 \f20 =}{\i0 \f20 0},, \par
}

ar
}
\par
}
{\phpg\posx1763\pvpg\posy6542\absw4179\absh215 \f20 \fs21 \cf0 \f20 \fs21 \cf0 s
ince by (5) all terms in the sum vanish. \par
}
}
\cf0 2.6 Example.{\b0 We}{\b0 consider}{\b0 the}{\b0 simple}{\b0 optimiz
ation}{\b0 problem }
cf0 \fi3872 {\b0 min}{\b0 2}{\b0\i \f50 x}{\b0 \f40 {\field{\*\fldinst SYMBOL
45 \\f Symbol }}}{\b0\i \f50 x}{\b0\up006 \fs14 2 }
\fi3872 {\b0 s.t.}{\b0\i \f50
x}{\b0 \f40 {\field{\*\fldinst SYMBOL 206 \\f
Symbol }}}{\b0 [}{\b0 \f40 {\field{\*\fldinst SYMBOL 45 \\f Symbol }}}{\b0 1}{\
b0\i \f50 ,}{\b0 1]}{\b0\i \f50 . }
cf0 {\b0 Clearly,}{\b0 the}{\b0 objective}{\b0 function}{\b0 is}{\b0 concav
e,}{\b0 hence}{\b0 the}{\b0 global}{\b0 minimum}{\b0\i \f50 f }{\b0 {\f63
\u710\'3f}}{\b0 =}{\b0 \f40 {\field{\*\fldinst SYMBOL 45 \\f Symbol }}}{\b0 3}
{\b0 is}{\b0 attained}{\b0 at }
{\b0 the}{\b0 bound}{\b0\i \f50 x{\f63 \u710\'3f}}{\b0 }{\b0 =}{\b0 \f40 {\
field{\*\fldinst SYMBOL 45 \\f Symbol }}}{\b0 1.}{\b0 We}{\b0 can}{\b0 write
}
cf0 \fi917 {\b0\i \f50 f}{\b0 (}{\b0\i \f50 x}{\b0 )}{\b0 \f40 {\field{\*\fldi
nst SYMBOL 45 \\f Symbol }}}{\b0\i \f50 f}{\b0 ({\f63 \u710\'3f}}{\b0\i \f50 x}
{\b0 )}{\b0 =}{\b0 2}{\b0\i \f50 x}{\b0 \f40 {\field{\*\fldinst SYMBOL 45 \\f
Symbol }}}{\b0\i \f50 x}{\b0\up006 \fs14 2}{\b0 +}{\b0 3}{\b0 =}{\b0 (1}{
\b0 +}{\b0\i \f50 x}{\b0 )(3}{\b0 \f40 {\field{\*\fldinst SYMBOL 45 \\f Symbo
l }}}{\b0\i \f50 x}{\b0 )}{\b0 =}{\b0 1(1}{\b0 +}{\b0\i \f50 x}{\b0 )(1}{\b
0 \f40 {\field{\*\fldinst SYMBOL 45 \\f Symbol }}}{\b0\i \f50 x}{\b0 )}{\b0 +
}{\b0 2(1}{\b0 +}{\b0\i \f50 x}{\b0 )}{\b0\i \f50 . }
{\b0 Obviously,}{\b0 each}{\b0 term}{\b0 on}{\b0 the}{\b0 right}{\b0 is}{\
b0 nonnegative,}{\b0 showing}{\b0 again}{\b0 that}{\b0\i \f50 x{\f63 \u710\
'3f}}{\b0 }{\b0 is}{\b0 a}{\b0 global}{\b0 minimizer. }\par
}
From this representation one reads of the certificate ({\i \f50 {\field{\*\fldin
st SYMBOL 97 \\f Symbol }}} = 1,{\i \f50 y}{\dn006 \fs14 0} = 0,{\i \f50 Y}{\
i\up006 \f50 \fs14 T }\par
}
= (0{\i \f50 ,} 0{\i \f50 ,} 2{\i \f50 ,} 0{\i \f50 ,} 1{\i \f50 ,} 0{\i \f50 ,}
0{\i \f50 ,} 0), \par
}
1 \cf0 Z{\i0 \f20 =}{\i0 \f20 ())}{\i0 \f20 satisfying}{\i0 \f20 (4),}{\i
0 \f20 where}{\i0 \f20 the}{\i0 \f20 components}{\i0 \f20 of} B{\dn006 \
fs14 S}{\i0 \f20 are}{\i0 \f20 arranged}{\i0 \f20 in}{\i0 \f20 the}{\i0
\f20 order}{\i0 \f20 1},{\i0 \f20 1}{\i0 \f20 +} x,{\i0 \f20 1}{\i0 \f40
{\field{\*\fldinst SYMBOL 45 \\f Symbol }} }
x, x{\i0\up006 \f20 \fs14 2}{\i0 \f40 {\field{\*\fldinst SYMBOL 45 \\f Symbol
}}}{\i0 \f20 2}x{\i0 \f40 {\field{\*\fldinst SYMBOL 45 \\f Symbol }}}{\i0 \f2
0 3},{\i0 \f20 1}{\i0 \f40 {\field{\*\fldinst SYMBOL 45 \\f Symbol }}} x{\i0\
up006 \f20 \fs14 2}, . . .{\i0 \f20 . }
\cf0 {\i0 \f20 While}{\i0 \f20 this}{\i0 \f20 example}{\i0 \f20 is}{\i0 \f20
trivial,}{\i0 \f20 it}{\i0 \f20 shows}{\i0 \f20 the}{\i0 \f20 essentials.}{
\i0 \f20 Higher}{\i0 \f20 dimensional}{\i0 \f20 examples}{\i0 \f20 only}{\i
0 \f20 difer }
{\i0 \f20 in}{\i0 \f20 the}{\i0 \f20 complexity}{\i0 \f20 of}{\i0 \f20 what
}{\i0 \f20 has}{\i0 \f20 to}{\i0 \f20 be}{\i0 \f20 written.}{\i0 \f20 In}{
\i0 \f20 many}{\i0 \f20 other}{\i0 \f20 situations,}{\i0 \f20 as}{\i0 \f20
e.g.}{\i0 \f20 in}{\i0 \f20 Example}{\i0 \f20 2.7, }
{\i0 \f20 the}{\i0 \f20 certificate}{\i0 \f20 will}{\i0 \f20 be}{\i0 \f20 v
ery}{\i0 \f20 sparse}{\i0 \f20 and}{\i0 \f20 of}{\i0 \f20 low}{\i0 \f20 deg
ree,}{\i0 \f20 thus}{\i0 \f20 simplifying}{\i0 \f20 the}{\i0 \f20 search}{\i
0 \f20 for}{\i0 \f20 it. }
\cf0 {\i0 \f20 By}{\i0 \f20 Theorem}{\i0 \f20 2.4,}{\i0 \f20 for}{\i0 \f20
every}{\i0 \f20 global}{\i0 \f20 minimizer} all{\i0 \f20 terms}{\i0 \f2
0 in}{\i0 \f20 (4)}{\i0 \f20 have}{\i0 \f20 to}{\i0 \f20 vanish,}{\i0
\f20 i.e.}{\i0 \f20 for}{\i0 \f20 every }
{\i0 \f20 global}{\i0 \f20 minimizer} x{\f63 \u710\'3f}{\i0 \f20 }{\i0 \f20
we}{\i0 \f20 have}{\i0 \f20 that} G x({\f63 \u710\'3f}{\i0 \f20 )}{\i0 \f20 }
{\i0 \f20 =}{\i0 \f20 0}{\i0 \f20 and}{\i0 \f20 (5)}{\i0 \f20 and}{\i0 \f20
(6)}{\i0 \f20 are}{\i0 \f20 valid.}{\i0 \f20 Using}{\i0 \f20 this}{\i0 \f
20 information }
{\i0 \f20 frequently}{\i0 \f20 allows}{\i0 \f20 the}{\i0 \f20 identification
}{\i0 \f20 of}{\i0 \f20 all}{\i0 \f20 global}{\i0 \f20 minimizers}{\i0 \f20
of}{\i0 \f20 an}{\i0 \f20 optimization}{\i0 \f20 problem}{\i0 \f20 when }
{\i0 \f20 a}{\i0 \f20 certificate}{\i0 \f20 is}{\i0 \f20 available. }
\cf0 \fi4562 {\i0 \f20 10 }\par
}
ffd8ffe000104a46494600010100000100010000ffdb004300010101010101010101010101010101
01010101010101010101010101010101010101010101010101010101010101010101010101010101
010101010101010101ffdb0043010101010101010101010101010101010101010101010101010101
0101010101010101010101010101010101010101010101010101010101010101010101010101ffc0
001108034a025303012200021101031101ffc4001f00000105010101010101000000000000000001
02030405060708090a0bffc400b5100002010303020403050504040000017d010203000411051221
31410613516107227114328191a1082342b1c11552d1f02433627282090a161718191a2526272829
2a3435363738393a434445464748494a535455565758595a636465666768696a737475767778797a
0101010101010101010000000000000102030405060708090a0bffc400b511000201020404030407
05040400010277000102031104052131061241510761711322328108144291a1b1c109233352f015
6272d10a162434e125f11718191a262728292a35363738393a434445464748494a53545556575859
5a636465666768696a737475767778797a82838485868788898a92939495969798999aa2a3a4a5a6
00ffd9
0 \fs21 \cf0 2.7 Example.{\b0 We}{\b0 consider}{\b0 the}{\b0 optimization}
{\b0 problem }
cf0 \fi3516 {\b0 min}{\b0\i \f50 z}{\b0 \f40 {\field{\*\fldinst SYMBOL 45 \\f
Symbol }}}{\b0\i \f50 x }
\fi3516 {\b0 s.t.}{\b0\i \f50
x}{\b0 \f40 {\field{\*\fldinst SYMBOL 45 \\f S
ymbol }}}{\b0\i \f50 y}{\b0 +}{\b0\i \f50 z}{\b0 =}{\b0 0 }
\fi4024 {\b0\i \f50 x}{\b0 \f40
{\field{\*\fldinst SYMBOL 45 \\f Symbol }}}{\
b0 10}{\b0\i \f50 x}{\b0 +}{\b0\i \f50 y}{\b0\up006 \fs14 2}{\b0 \f40 {\fie
ld{\*\fldinst SYMBOL 179 \\f Symbol }}}{\b0 0 }\par
}
\cf0 2
\par}{\phpg\posx5787\pvpg\posy3701\absw957\absh716 \sl-223 \par\f20 \fs14 \cf0 {
\i \f50 \fs21 x}{\f40 \fs21 {\field{\*\fldinst SYMBOL 206 \\f Symbol }}}{\fs21
[0}{\i \f50 \fs21 ,}{\fs21 2]}{\i \f50 \fs21 , }\par
}
cf0 y{\i0 \f40 {\field{\*\fldinst SYMBOL 179 \\f Symbol }}}{\i0 \f20 0}. \par
}
12) \par
}
{\phpg\posx1843\pvpg\posy4571\absw9474\absh215 \f20 \fs21 \cf0 \f20 \fs21 \cf0 A
s Figure 1 shows, the point (0{\i \f50 ,} 0{\i \f50 ,} 0) is a global optimizer
with objective function value 0. \par
}
\par
}
\par
}
\par
}
\par
}
\par
}
\par
}
\par
}
\par
}
Figure 1: Feasible set (grey) and lines of constant value of{\i \f50 f} for E
xample 2.7,
\par}{\phpg\posx1763\pvpg\posy12050\absw8134\absh475 \sl-289 \f20 \fs21 \cf0 aft
er eliminating{\i \f50 z}. \par
}
1 \par
}
ffd8ffe000104a46494600010100000100010000ffdb004300010101010101010101010101010101
01010101010101010101010101010101010101010101010101010101010101010101010101010101
010101010101010101ffdb0043010101010101010101010101010101010101010101010101010101
0101010101010101010101010101010101010101010101010101010101010101010101010101ffc0
001108034a025303012200021101031101ffc4001f00000105010101010101000000000000000001
02030405060708090a0bffc400b5100002010303020403050504040000017d010203000411051221
31410613516107227114328191a1082342b1c11552d1f02433627282090a161718191a2526272829
2a3435363738393a434445464748494a535455565758595a636465666768696a737475767778797a
0101010101010101010000000000000102030405060708090a0bffc400b511000201020404030407
05040400010277000102031104052131061241510761711322328108144291a1b1c109233352f015
6272d10a162434e125f11718191a262728292a35363738393a434445464748494a53545556575859
5a636465666768696a737475767778797a82838485868788898a92939495969798999aa2a3a4a5a6
00ffd9
1 \cf0 This can be validated formally by Theorem 2.4, using the following polyno
mial identity:
\fi2333 {\fs14 {\ul 1}}{\fs14
{\ul 1}}{\fs14
{\ul 1}}{\fs14
2}{\fs14
{\ul 1} }
26 ({\i \f50 x}{\f40 {\field{\*\fldinst SYMBOL 45 \\f Symbol }}}{\i \f50 z}) +
{\dn006 \fs14 21}{\up006 \fs14 y}{\i \f50 (}2{\f40 {\field{\*\fldinst SYMBOL
45 \\f Symbol }}}{\i \f50 x}) +{\i \f50
y}({\i \f50 x}{\f40 {\field{\*\fldi
nst SYMBOL 45 \\f Symbol }}}{\i \f50 z}) +{\i \f50
x}(2{\f40 {\field{\*\fld
inst SYMBOL 45 \\f Symbol }}}{\i \f50 x}) + ({\i \f50 x}{\f40
{\field{\*\f
ldinst SYMBOL 45 \\f Symbol }}} 10{\i \f50 x} +{\i \f50 y}{\up006 \fs14 2}) +
(4 +{\i \f50 y})({\i \f50 x}{\f40 {\field{\*\fldinst SYMBOL 45 \\f Symbol }}
}{\i \f50 y} +{\i \f50 z}) = 0{\i \f50 . }
\par}{\phpg\posx1763\pvpg\posy2577\absw9448\absh3914 \sl-419 \f20 \fs21 \cf0 By
checking when in this identity all terms vanish, we see that for th
e point (2{\i \f50 ,} 4{\i \f50 ,} 2) (and
\par}{\phpg\posx1763\pvpg\posy2577\absw9448\absh3914 \sl-288 \f20 \fs21 \cf0 no
third point), all terms of the certificate vanish as well. Hence (cf
. also the figure), this
\par}{\phpg\posx1763\pvpg\posy2577\absw9448\absh3914 \sl-288 \f20 \fs21 \cf0 poi
nt is another global minimizer of (12), and no other global minimizers exist.
{\b 2.8}{\b Example.} For the problem
\fi3235 min{\i \f50 x} +{\i \f50 y} +{\i \f50 z }
3235 s.t.{\i \f50
y}{\f40 {\field{\*\fldinst SYMBOL 45 \\f Symbol }}}{\i \f5
0 y}{\up006 \fs14 2} +{\i \f50 z}{\f40 {\field{\*\fldinst SYMBOL 179 \\f Sym
bol }}} 0
3743 2{\i \f50 x} +{\i \f50 y} +{\i \f50 y}{\up006 \fs14 2} +{\i \f50 z}{\f4
0 {\field{\*\fldinst SYMBOL 45 \\f Symbol }}} 2{\f40 {\field{\*\fldinst SYMBOL
179 \\f Symbol }}} 0
3743 {\i \f50 x}{\f40 {\field{\*\fldinst SYMBOL 179 \\f Symbol }}} 0
we can find the polynomial identity \par
}
par
}
par
}

par
}
par
}
{\f40 {\field{\*\fldinst SYMBOL 45 \\f Symbol }}} ({\i \f50 x} +{\i \f50 y} +{
\i \f50 z}) +{\dn006 \fs14 21}{\up006 \fs14 }{\f40 } ({\i \f50 y}{\f40 {\fi
eld{\*\fldinst SYMBOL 45 \\f Symbol }}}{\i \f50 y} +{\i \f50 z}) +{\dn006 \f
s14 21 }\par
}
par
}
4 \cf0 2
\par}{\phpg\posx6967\pvpg\posy7149\absw2781\absh402 \sl-215 \f20 \fs14 \cf0 {\f0
\fs27 \bullet }{\f40 \fs21 }{\fs21 (2}{\i \f50 \fs21 x}{\fs21 +}{\i \f50 \fs21
y}{\fs21 +}{\i \f50 \fs21 y}{\fs21
+}{\i \f50 \fs21 z}{\f40 \fs21 {\fie
ld{\*\fldinst SYMBOL 45 \\f Symbol }}}{\fs21 2)}{\fs21 =}{\fs21 0}{\i \f50 \f
s21 , }\par
}
which implies that the global minimum value of the objective function is 1. By
the comple\par}{\phpg\posx1763\pvpg\posy7690\absw9526\absh1634 \sl-288 \f20 \fs21 \cf0 men
tarity conditions, we find that the two nonlinear inequality constraint
s must be active
\par}{\phpg\posx1763\pvpg\posy7690\absw9526\absh1634 \sl-288 \f20 \fs21 \cf0 at
every global minimum, i.e.
\fi4402 {\i \f50 y}{\f40 {\field{\*\fldinst SYMBOL 45 \\f Symbol }}}{\i \f50
y}{\up006 \fs14 2} +{\i \f50 z} = 0
3458 2{\i \f50 x} +{\i \f50 y} +{\i \f50 y}{\up006 \fs14 2} +{\i \f50 z}{\f4
0 {\field{\*\fldinst SYMBOL 45 \\f Symbol }}} 2 = 0{\i \f50 , }\par
}
hich implies that all \par
}
\par
}
f63 \u63723\'3f} \par
}
are global optima. \par
}
\cf0 x{\f63 \u710\'3f}{\i0 \f20 }{\i0 \f40 {\field{\*\fldinst SYMBOL 206 \\f S
ymbol }}}{\i0 \f10
{\f63 \u63725\'3f} }\par
}
{\phpg\posx5438\pvpg\posy10092\absw208\absh803 \f10 \fs21 \cf0 \f10 \fs21 \cf0 {
\f63 \u63724\'3f} \par
}
\cf0 1{\f40 {\field{\*\fldinst SYMBOL 45 \\f Symbol }}}{\i \f50 s}{\up006 \fs1
4 2 }

50 {\i \f50 s }
\f50 s } ({\i \f50 s}{\f40 {\field{\*\fldinst SYMBOL 45 \\f Symbol }}} 1) \par
}
f63 \u63734\'3f} \par
}
{\f63 \u63735\'3f}
63 \u63736\'3f} {\i \f50 s}{\f40 {\field{\*\fldinst SYMBOL 206 \\f Symbol }}}{\
f20 [}{\f40 {\field{\*\fldinst SYMBOL 45 \\f Symbol }}}{\f20 1}{\i \f50 ,}{\f20
1] }\par
}
par
}
\par}{\phpg\posx6708\pvpg\posy9805\absw165\absh932 \sl-215 \f10 \fs21 \cf0 \par
}
{\phpg\posx7911\pvpg\posy9814\absw192\absh803 \f10 \fs21 \cf0 \f10 \fs21 \cf0 )
\par
}
Finally, the following example shows that in (4), the possibility{\f40
|}{\i \f50 {\field{\*\fldinst SYMBOL 97 \\f Symbol }}}{\f40 |}{\i \f50 >}
1 may indeed be
\par}{\phpg\posx1763\pvpg\posy11632\absw9431\absh2225 \sl-288 \f20 \fs21 \cf0 ne
cessary.
0 {\b 2.9}{\b Example.} For every nonnegative integer{\i \f50 k} the optimi
zation problem
0 \fi3959 min{\i \f50 x }
\par}{\phpg\posx1763\pvpg\posy11632\absw9431\absh2225 \sl-375 \f20 \fs21 \cf0 \f
i3959 s.t.{\i \f50
x}{\fs14 2}{\i \f50 \fs14 k}{\fs14 +1}{\f40 {\field{\*\f
ldinst SYMBOL 179 \\f Symbol }}} 0
0 \fi4562 12 \par
}
ffd8ffe000104a46494600010100000100010000ffdb004300010101010101010101010101010101
01010101010101010101010101010101010101010101010101010101010101010101010101010101
010101010101010101ffdb0043010101010101010101010101010101010101010101010101010101
0101010101010101010101010101010101010101010101010101010101010101010101010101ffc0
001108034a025303012200021101031101ffc4001f00000105010101010101000000000000000001
02030405060708090a0bffc400b5100002010303020403050504040000017d010203000411051221
31410613516107227114328191a1082342b1c11552d1f02433627282090a161718191a2526272829
2a3435363738393a434445464748494a535455565758595a636465666768696a737475767778797a
0101010101010101010000000000000102030405060708090a0bffc400b511000201020404030407
05040400010277000102031104052131061241510761711322328108144291a1b1c109233352f015
6272d10a162434e125f11718191a262728292a35363738393a434445464748494a53545556575859
5a636465666768696a737475767778797a82838485868788898a92939495969798999aa2a3a4a5a6
00ffd9
1 \cf0 admits the unique global optimizer{\i \f50 x{\f63 \u710\'3f}} =
0. The required polynomial identity of smallest
\par}{\phpg\posx1763\pvpg\posy2577\absw9543\absh2616 \sl-288 \f20 \fs21 \cf0 deg
ree is
2835 ({\f40 {\field{\*\fldinst SYMBOL 45 \\f Symbol }}}{\i \f50 x}{\i\up006 \f50
\fs14 {\field{\*\fldinst SYMBOL 97 \\f Symbol }})}
+ 1{\f40 }{\i \f50 x}{
\fs14 2}{\i \f50 \fs14 k}{\fs14 +1} = 0{\i \f50 ,}{\i \f50
{\field{\*\fldin
st SYMBOL 97 \\f Symbol }}} = 2{\i \f50 k} + 1{\i \f50 . }
In the GloptLab package [28], an optimization package currently developed in MA
TLAB,
\par}{\phpg\posx1763\pvpg\posy2577\absw9543\absh2616 \sl-289 \f20 \fs21 \cf0 met
hods are being implemented and tested, which work along the lines pre
sented in this
\par}{\phpg\posx1763\pvpg\posy2577\absw9543\absh2616 \sl-288 \f20 \fs21 \cf0 sec
tion.
They use the SeDuMi [33] package for the semidefinite programm
ing part and
\par}{\phpg\posx1763\pvpg\posy2577\absw9543\absh2616 \sl-288 \f20 \fs21 \cf0 com
bine the present techniques with branch-and-bound, constraint propagation
and linear
\par}{\phpg\posx1763\pvpg\posy2577\absw9543\absh2616 \sl-288 \f20 \fs21 \cf0 rel
axations. They have produced very promising results. At a later stage, the mos
t successful
\par}{\phpg\posx1763\pvpg\posy2577\absw9543\absh2616 \sl-288 \f20 \fs21 \cf0 tec
hniques will be implemented as inference modules for the COCONUT environment [10
]. \par
}
cf0 3 \par
}
\cf0 Refined linear theorems of the alternative \par
}

In the linear case, there is a long tradition of theorems of the al
ternative, beginning with
Lemma of Farkas [11], and culminating in the transposition theorems of Motzkin
[24]
Tucker [34]. These transposition theorems are concerned with the solvability o
f linear
straints of various forms (equations, inequalities, strict inequalities,
disequalities); see,
\par}{\phpg\posx1763\pvpg\posy6971\absw9603\absh1957 \sl-288 \f20 \fs21 \cf0 e.g
., Broyden [6] for some history.
As we shall show, there is a single general transposition theorem, which contai
ns the others
special cases. As for the latter, our starting point is the Lemma of Farkas: \p
ar
}
\cf0 3.1 Lemma. (Farkas){\b0\i \f10 Let}{\b0\i \f50 A}{\b0 \f40 {\field{
\*\fldinst SYMBOL 206 \\f Symbol }}}{\b0 \f10 R }
\par}{\phpg\posx1763\pvpg\posy9384\absw3728\absh511 \sl-288 \b \f20 \fs21 \cf0 {
\b0\i \f10 conditions}{\b0\i \f10 can}{\b0\i \f10 be}{\b0\i \f10 satisfied. }
\par
}
cf0 m{\i0 \f40 }n \par
}
\cf0 and{\f50 g}{\i0 \f40 {\field{\*\fldinst SYMBOL 206 \\f Symbol }}}{\i0
R}{\up006 \f50 \fs14 n}. Then exactly one of the following \par
}
1 \cf0 (i){\f50 g}{\up006 \f50 \fs14 T}{\f50 p}{\f50 <}{\i0 \f20 0},{\f50 A
p}{\i0 \f40 {\field{\*\fldinst SYMBOL 179 \\f Symbol }}}{\i0 \f20 0} for some{
\f50 p}{\i0 \f40 {\field{\*\fldinst SYMBOL 206 \\f Symbol }}}{\i0 R}{\up006 \
f50 \fs14 n}.
\cf0 (ii){\f50 g}{\i0 \f20 =}{\f50 A}{\up006 \f50 \fs14 T}{\f50 q},{\f50 q}
{\i0 \f40 {\field{\*\fldinst SYMBOL 179 \\f Symbol }}}{\i0 \f20 0} for some{\f
50 q}{\i0 \f40 {\field{\*\fldinst SYMBOL 206 \\f Symbol }}}{\i0 R}{\up006 \f5
0 \fs14 m}.
\cf0 {\i0 \f20 For}{\i0 \f20 the}{\i0 \f20 formulation}{\i0 \f20 of}{\i0 \f2
0 the}{\i0 \f20 transposition}{\i0 \f20 theorem}{\i0 \f20 and}{\i0 \f20 th
e}{\i0 \f20 constraint}{\i0 \f20 qualification}{\i0 \f20 we}{\i0 \f20 defi
ne }\par
}
[{\b 1}{\i \f50 ,}{\f40 {\field{\*\fldinst SYMBOL 45 \\f Symbol }}}{\i \f50 u}
] =:{\i \f50 E}{\f40
{\field{\*\fldinst SYMBOL 206 \\f Symbol }}}{\f10 R
}\par
}
\cf0 u \par
}
\cf0 k{\i0 \f40 }{\i0 \f20 (}k{\i0 \f20 +1) }\par

}
with 0{\i \f50 <}{\i \f50 u}{\f40 {\field{\*\fldinst SYMBOL 206 \\f Symbol
}}}{\f10 R}{\i\up006 \f50 \fs14 k} and{\b 1} being the identity matrix.
We get the \par
}
\cf0 n{\i0 \f40 }k \par
}
\cf0 n{\i0 \f40 }`{\f10 \fs21 there }\par
}
\cf0 exists a matrix{\i0 \f20 0}{\i0 \f40 {\field{\*\fldinst SYMBOL 163 \\f S
ymbol }}}{\f50 S}{\i0 \f40 {\field{\*\fldinst SYMBOL 206 \\f Symbol }}}{\i0 R
}\par
}
following result.
{\b 3.2}{\b Lemma.}{\i \f10 For}{\i \f50 X}{\f40 {\field{\*\fldinst SYMB
OL 206 \\f Symbol }}}{\f10 R }\par
}
({\i \f50 k}+1){\f40 }({\i \f50 `}+1){\i \f10 \fs21 with }
0 \fi1272 {\i \f50 \fs21 XE}{\i\dn006 \f50 u}{\i \f50 \fs21 S}{\fs21 =}{\i \f5
0 \fs21 Y}{\i \f50 \fs21 E}{\i\dn006 \f50 v}{\i \f50 \fs21 . }
0 \fi1900 {\fs21 13 }\par
}
\cf0 with{\i0 \f20 rk}{\f50 X}{\i0 \f20 =}{\f50 n},{\i0 \f20 0}{\f50 <}
{\f50 u}{\i0 \f40 {\field{\*\fldinst SYMBOL 206 \\f Symbol }}}{\i0 R}{\up006
\f50 \fs14 k},{\i0 \f20 0}{\f50 <}{\f50 v}{\i0 \f40 {\field{\*\fldinst SY
MBOL 206 \\f Symbol }}}{\i0 R}{\up006 \f50 \fs14 `}, and{\f50 Y}{\i0 \f40 {
\field{\*\fldinst SYMBOL 206 \\f Symbol }}}{\i0 R }\par
}
ffd8ffe000104a46494600010100000100010000ffdb004300010101010101010101010101010101
01010101010101010101010101010101010101010101010101010101010101010101010101010101
010101010101010101ffdb0043010101010101010101010101010101010101010101010101010101
0101010101010101010101010101010101010101010101010101010101010101010101010101ffc0
001108034a025303012200021101031101ffc4001f00000105010101010101000000000000000001
02030405060708090a0bffc400b5100002010303020403050504040000017d010203000411051221
31410613516107227114328191a1082342b1c11552d1f02433627282090a161718191a2526272829
2a3435363738393a434445464748494a535455565758595a636465666768696a737475767778797a
0101010101010101010000000000000102030405060708090a0bffc400b511000201020404030407
05040400010277000102031104052131061241510761711322328108144291a1b1c109233352f015
6272d10a162434e125f11718191a262728292a35363738393a434445464748494a53545556575859
5a636465666768696a737475767778797a82838485868788898a92939495969798999aa2a3a4a5a6
00ffd9
\fs21 \cf0 Proof.{\i0 \f20 Since}{\i0 \f20 rk}X{\i0 \f20 =} n{\i0 \f20
every} y{\i0 \f40 {\field{\*\fldinst SYMBOL 206 \\f Symbol }}}{\i0 \f10 R}{\u
p006 \fs14 n}{\i0 \f20 can}{\i0 \f20 be}{\i0 \f20 written}{\i0 \f20 as}
{\i0 \f20 a}{\i0 \f20 linear}{\i0 \f20 combination}{\i0 \f20 of}{\i0 \f2
0 the}{\i0 \f20 columns }
\par}{\phpg\posx1763\pvpg\posy2537\absw9373\absh671 \sl-324 \i \f50 \fs21 \cf0 x
{\dn006 \fs14 i}{\i0 \f20 of} X{\i0 \f20 : }
fi4597 {\dn006 \fs14 k }\par
}
cf0 y{\i0 \f20 = }\par
}
\par
}
cf0 {\field{\*\fldinst SYMBOL 108 \\f Symbol }} x .
i136 {\fs14 i}{\fs14
i }\par
}
{\phpg\posx1763\pvpg\posy3972\absw663\absh215 \f20 \fs21 \cf0 \f20 \fs21 \cf0 De
fine \par
}
f0 k \par
}
\cf0 {\i0 \f20 =}{\i0 \f20 max}{\i0 \f40
{\field{\*\fldinst SYMBOL 45 \\f Sy
mbol }}}
,{\i0 \f20 0} . \par
}
cf0 i{\i0 \f20 =1 }\par
}
cf0 u{\fs14 i }\par
}
\fs14 \cf0 k
i0 \f10 \fs21 X }\par
}
cf0 i{\i0 \f20 =1 }\par
}
\cf0 i{\i0 \f20 =1 }
fi77 {\i0 \f10 \fs21 }\par
}
cf0 {\field{\*\fldinst SYMBOL 108 \\f Symbol }}{\fs14 i }\par
}
ar
}
cf0 u x
i133 {\fs14 i}{\fs14
i }\par
}
{\phpg\posx1763\pvpg\posy4881\absw555\absh215 \f20 \fs21 \cf0 \f20 \fs21 \cf0 Th
en \par
}
cf0 y{\i0 \f20 = }\par
}
\par
}
cf0 i{\i0 \f20 =1 }\par
}
f0 k \par
}
{\i \f50 {\field{\*\fldinst SYMBOL 108 \\f Symbol }}}{\i\dn006 \f50 \fs14 i} +{
\i \f50 u}{\i\dn006 \f50 \fs14 i}){\i \f50 x}{\i\dn006 \f50 \fs14 i} +{\i \f50
}{\f40
{\field{\*\fldinst SYMBOL 45 \\f Symbol }} }\par
}
ar
}
ar
}
{\phpg\posx7913\pvpg\posy5334\absw917\absh242 \f20 \fs21 \cf0 \f20 \fs21 \cf0 ={
\i \f50 XE}{\i\dn006 \f50 \fs14 u}{\i \f50 s, }\par
}
ith 0{\f40 {\field{\*\fldinst SYMBOL 179 \\f Symbol }}}{\i \f50 s}{\i\dn006 \
f50 \fs14 i} :={\i \f50 {\field{\*\fldinst SYMBOL 108 \\f Symbol }}}{\i\dn006
\f50 \fs14 i} +{\i \f50 u}{\i\dn006 \f50 \fs14 i} and{\i \f50 s }
0 t }
}{\phpg\posx1763\pvpg\posy5944\absw3099\absh633 \f20 \fs21 \cf0 {\f40 u }\par

}
cf0 k{\i0 \f20 +1 }\par
}
{\phpg\posx5262\pvpg\posy5910\absw5935\absh404 \f20 \fs21 \cf0 \f20 \fs21 \cf0 :
={\i \f50 }. Since all columns of{\i \f50 Y}{\i \f50 E}{\i\dn006 \f50 \fs1
4 v}{\f40 {\field{\*\fldinst SYMBOL 206 \\f Symbol }}}{\f10 R}{\i\up006 \f50
\fs14 n}, the result follows. \par
}
{\phpg\posx1763\pvpg\posy7017\absw9509\absh950 \f20 \fs21 \cf0 \f20 \fs21 \cf0 W
e prove the following general theorem of the alternative, and deduce from it the
transpo\par}{\phpg\posx1763\pvpg\posy7017\absw9509\absh950 \sl-288 \f20 \fs21 \cf0 siti
on theorems of Motzkin and Tucker.
{\b 3.3}{\b Theorem.}{\b (General}{\b linear}{\b transposition}{\b the
orem) }\par
}
cf0 m{\dn006 \fs10 A}{\i0 \f40 }n \par
}
cf0 m{\dn006 \fs10 B}{\i0 \f40 }n \par
}
cf0 m{\dn006 \fs10 C}{\i0 \f40 }n \par
}
f0 j \par
}
cf0 m{\dn006 \fs10 j}{\i0 \f40 }n \par
}
\cf0 with{\f50 m}{\dn006 \f50 \fs14 j}{\f50 >}{\i0 \f20 0} for \par
}
cf0 j{\i0 \f20 =}{\i0 \f20 1} . ., \par
}
\cf0 Consider matrices{\f50 A}{\i0 \f40 {\field{\*\fldinst SYMBOL 206 \\f Symb
ol }}}{\i0 R }\par
}
\cf0 . , N{\f10 .}{\f10 Then}{\f10 exactly}{\f10 one}{\f10 of}{\f10 the}{\
f10 following}{\f10 holds. }\par
}
cf0 ,{\f50 B}{\i0 \f40 {\field{\*\fldinst SYMBOL 206 \\f Symbol }}}{\i0 R }\
par
}
cf0 ,{\f50 C}{\i0 \f40 {\field{\*\fldinst SYMBOL 206 \\f Symbol }}}{\i0 R }\
par
}
\cf0 , and{\f50 D}{\i0 \f40
{\field{\*\fldinst SYMBOL 206 \\f Symbol }}}{\i0
R }\par
}

\cf0 (i){\f50 Ax}{\i0 \f20 =}{\i0 \f20 0}{\f50 , }\par
}
cf0 Bx{\i0 \f40 {\field{\*\fldinst SYMBOL 179 \\f Symbol }}}{\i0 \f20 0}, \par
}
cf0 Cx >{\i0 \f20 0}, \par
}
cf0 and \par
}
\cf0 D{\dn006 \fs14 j}x{\i0 \f40 6}{\i0 \f20 =}{\i0 \f20 0},{\f10
for} j{\
i0 \f20 =}{\i0 \f20 1}, . . . , N{\f10 , }\par
}
\cf0 for some{\f50 x}{\i0 \f40 {\field{\*\fldinst SYMBOL 206 \\f Symbol }}}{\i
0 R}{\up006 \f50 \fs14 n}, \par
}
\cf0 (ii) we have{\f50 m}{\f50 \fs14 C}{\f50 >}{\i0 \f20 0} and there exist{
\f50 q}{\i0 \f40 {\field{\*\fldinst SYMBOL 206 \\f Symbol }}}{\i0 R}{\up006 \
f50 \fs14 m}{\up006 \f50 \fs10 A},{\f50 r}{\i0 \f40 {\field{\*\fldinst SYMBOL
206 \\f Symbol }}}{\i0 R}{\up006 \f50 \fs14 m}{\up006 \f50 \fs10 B }\par
}
\cf0 A q{\i0 \f20 +} B{\up006 \fs14 T}r{\i0 \f20 +} C s{\i0 \f20 =}{\i0 \
f20 0}, \par
}
\cf0 T \par
}
\cf0 T \par
}
\cf0 r{\i0 \f40 {\field{\*\fldinst SYMBOL 179 \\f Symbol }}}{\i0 \f20 0}, \par
}
\cf0 , and{\f50 s}{\i0 \f40 {\field{\*\fldinst SYMBOL 206 \\f Symbol }}}{\i0
R }\par
}
cf0 m{\fs10 C}{\f10 \fs21 with }\par
}
\cf0 s{\i0 \f40 {\field{\*\fldinst SYMBOL 179 \\f Symbol }}}{\i0 \f20 0}, s{
\i0 \f40 6}{\i0 \f20 =}{\i0 \f20 0}, \par
}
\cf0 m{\dn006 \fs10 A}{\i0 \f40 }{\i0 \f20 (}m{\dn006 \fs10 j}{\i0 \f20 +1) }\p
ar
}
\cf0 and{\f50 R}{\i0 \f40 {\field{\*\fldinst SYMBOL 206 \\f Symbol }}}{\i0 R
}\par
}
\cf0 or for some{\f50 j}{\i0 \f40 {\field{\*\fldinst SYMBOL 206 \\f Symbol }}
}{\i0 \f40 \{}{\i0 \f20 1}{\f50 ,}{\f50 .}{\f50 .}{\f50 .}{\f50 ,}{\f50 N}
{\i0 \f40 \}} there exist matrices{\f50 Q}{\i0 \f40 {\field{\*\fldinst SYMBOL
206 \\f Symbol }}}{\i0 R }
cf0 \fi3062 {\f50 A}{\f50 Q}{\i0 \f20 +}{\f50 B}{\up006 \f50 \fs14 T}{\f50
R}{\i0 \f20 =}{\f50 D}{\f50 E}{\f50 , }\par
}
\cf0 T \par
}
\cf0 T
\par}{\phpg\posx6619\pvpg\posy11153\absw134\absh285 \sl-157 \i \f50 \fs14 \cf0 j
\par
}
\cf0 u \par
}
\cf0 R{\i0 \f40 {\field{\*\fldinst SYMBOL 179 \\f Symbol }}}{\i0 \f20 0}, \par
}
{\phpg\posx9474\pvpg\posy10136\absw1735\absh1165 \f20 \fs21 \cf0 \fi1229 \f20 \f
s21 \cf0 (13)
0 {\i \f50 \fs14 m}{\i\dn006 \f50 \fs10 B}{\f40 \fs14 }{\fs14 (}{\i \f50 \fs14 m
}{\i\dn006 \f50 \fs10 j}{\fs14 +1)}{\i \f10 with }
0 \fi1230 (14) \par
}
1 \cf0 for some{\f50 u}{\f50 >}{\i0 \f20 0}. Moreover, the same alternative
holds if in (ii) a fixed vector{\f50 u}{\f50 >}{\i0 \f20 0} (such as
the all-one vector{\f50 u}{\i0 \f20 =}{\f50 e}) is prescribed.
\cf0 {\f50 Proof.}{\i0 \f20 If}{\i0 \f20 (i)}{\i0 \f20 and}{\i0 \f20 (ii)}{
\i0 \f20 hold}{\i0 \f20 simultaneously}{\i0 \f20 then}{\i0 \f20 multiplying}
{\i0 \f20 (13)}{\i0 \f20 with}{\f50 x}{\up006 \f50 \fs14 T}{\i0 \f20 yield
s }
\cf0 \fi3540 {\i0 \f20 (}{\f50 Bx}{\i0 \f20 )}{\f50 r}{\i0 \f20 +}{\i0 \f20
(}{\f50 Cx}{\up006 \f50 \fs14 T)}{\i0 \f20 }{\f50 s}{\i0 \f20 =}{\i0 \f20
0}{\f50 . }
\cf0 \fi4562 {\i0 \f20 14 }\par
}
\cf0 T \par
}
ffd8ffe000104a46494600010100000100010000ffdb004300010101010101010101010101010101
01010101010101010101010101010101010101010101010101010101010101010101010101010101
010101010101010101ffdb0043010101010101010101010101010101010101010101010101010101
0101010101010101010101010101010101010101010101010101010101010101010101010101ffc0
001108034a025303012200021101031101ffc4001f00000105010101010101000000000000000001
02030405060708090a0bffc400b5100002010303020403050504040000017d010203000411051221
31410613516107227114328191a1082342b1c11552d1f02433627282090a161718191a2526272829
2a3435363738393a434445464748494a535455565758595a636465666768696a737475767778797a
0101010101010101010000000000000102030405060708090a0bffc400b511000201020404030407
05040400010277000102031104052131061241510761711322328108144291a1b1c109233352f015
6272d10a162434e125f11718191a262728292a35363738393a434445464748494a53545556575859
5a636465666768696a737475767778797a82838485868788898a92939495969798999aa2a3a4a5a6
00ffd9
1 \cf0 Since{\i \f50 Bx}{\f40 {\field{\*\fldinst SYMBOL 179 \\f Symbol }}} 0 a
nd{\i \f50 r}{\f40 {\field{\*\fldinst SYMBOL 179 \\f Symbol }}} 0 we have ({\i
\f50 Cx}{\i\up006 \f50 \fs14 T)} {\i \f50 s}{\f40 {\field{\*\fldinst SYMBO
L 163 \\f Symbol }}} 0, which is a contradiction to{\i \f50 Cx}{\i \f50 >} 0 a
nd{\i \f50 s}{\f40 {\field{\*\fldinst SYMBOL 179 \\f Symbol }}} 0,
\f50 s} =6{\f40 }
0. Multiplying, on the other hand, (14) by{\i \f50 x}{
\i\up006 \f50 \fs14 T} we get
\fi2856 0{\f40 {\field{\*\fldinst SYMBOL 163 \\f Symbol }}} ({\i \f50 Bx}){\i
\f50 R} = [({\i \f50 D}{\i \f50 x}{\i\up006 \f50 \fs14 T)} {\i \f50 ,}{\f
40 {\field{\*\fldinst SYMBOL 45 \\f Symbol }}}({\i \f50 D}{\i \f50 x}){\i \f50
u}]{\i \f50 , }
whence{\i \f50 D}{\i\dn006 \f50 \fs14 j}{\i \f50 x}{\f40 {\field{\*\fldinst
SYMBOL 179 \\f Symbol }}} 0 and{\i \f50 u}{\i\up006 \f50 \fs14 T}{\i \f50 D}{\
i\dn006 \f50 \fs14 j}{\i \f50 x}{\i \f50 <} 0 forces{\i \f50 D}{\i \f50 \fs14
j}{\i \f50 x} = 0, contradiction.
Now assume that (i) cannot be solved. Then, for all{\i \f50 j} = 1{\i \f50 ,}
{\i \f50 .}{\i \f50 .}{\i \f50 .}{\i \f50 ,}{\i \f50 N} and all{\i \f50 v
}{\i\dn006 \f50 \fs14 j}{\f40 {\field{\*\fldinst SYMBOL 206 \\f Symbol }}}{\f
10 R}{\i\up006 \f50 \fs14 m}{\i\up006 \f50 \fs10 j}, there is
\par}{\phpg\posx1763\pvpg\posy2550\absw9357\absh2237 \sl-253 \f20 \fs21 \cf0 no{
\i \f50 x}{\f40 {\field{\*\fldinst SYMBOL 206 \\f Symbol }}}{\f10 R}{\i\up006
\f50 \fs14 n} with \par
}
cf0 T \par
}
cf0 T \par
}
f0 j \par
}
f0 j \par
}
cf0 Ax{\i0 \f20 =}{\i0 \f20 0}, \par
}
cf0 Bx{\i0 \f40 {\field{\*\fldinst SYMBOL 179 \\f Symbol }}}{\i0 \f20 0}, \par
}
cf0 Cx >{\i0 \f20 0}, \par
}
\f63 \u63723\'3f}
3 \u63724\'3f} \par
}
cf0 A
\par}{\phpg\posx6317\pvpg\posy5628\absw208\absh839 \sl-346 \par\i \f50 \fs21 \cf
0 B \par
}
\cf0 v{\dn006 \fs14 j}{\up006 \fs14 T}D{\dn006 \fs14 j}x >{\i0 \f20 0}. \par
}
15) \par
}
{\phpg\posx1763\pvpg\posy5319\absw860\absh215 \f20 \fs21 \cf0 \f20 \fs21 \cf0 Wr
iting \par
}
cf0 g{\i0 \f20 := }\par
}
par
}
\par}{\phpg\posx4692\pvpg\posy6527\absw165\absh508 \sl-325 \f20 \fs21 \cf0 1 \pa
r
}
f0 , \par
}
\par
}
\cf0 F{\i0 \f20 :=}{\i0 \f10 {\f63 \u63724\'3f}} C
cf0 \fi564 {\i0 \f10 {\f63 \u63724\'3f}} v{\i0\dn006 \f20 \fs14 1}{\dn006 \fs14
T}D \par
}
\f63 \u63724\'3f}
3 \u63724\'3f}
3 \u63725\'3f} \par
}
{\phpg\posx6380\pvpg\posy7262\absw73\absh358 \f20 \fs21 \cf0 \f20 \fs21 \cf0 .
\par}{\phpg\posx6380\pvpg\posy7262\absw73\absh358 \sl-192 \f20 \fs21 \cf0 .. \pa
r
}
f63 \u63724\'3f}{\f40 {\field{\*\fldinst SYMBOL 45 \\f Symbol }}}{\i \f50 A }\
par
}
\f63 \u63724\'3f}
3 \u63724\'3f}
3 \u63724\'3f}
3 \u63724\'3f}
3 \u63724\'3f} \par
}
par
}
{\f10 {\f63 \u63735\'3f} }
\par}{\phpg\posx6926\pvpg\posy5975\absw326\absh1967 \sl-346 \f20 \fs21 \cf0 0{\f
10 {\f63 \u63735\'3f} }
\f50 e }
17 {\f10 {\f63 \u63735\'3f} }
\par}{\phpg\posx6926\pvpg\posy5975\absw326\absh1967 \sl-214 \f20 \fs21 \cf0 1{\f
10 {\f63 \u63735\'3f} }
6 .{\f10 {\f63 \u63735\'3f} }\par
}
f63 \u63735\'3f}
\u63735\'3f} \par
}
\cf0 and
{\f10 {\f63 \u63734\'3f} }\par
}
\f63 \u63735\'3f}
3 \u63735\'3f} \par
}

we find that
is unsolvable for{\i \f50 p}{\f40 {\field{\*\fldinst SYMBOL 206 \\f Symbol
}}}{\f10 R }
h \par
}
cf0 v{\dn006 \fs14 NT}{\up006 \fs14 D} N \par
}
\par
}
\cf0 ..{\f63 \u63736\'3f}
\par}{\phpg\posx6643\pvpg\posy7341\absw736\absh1375 \sl-346 \par\par\f20 \fs21 \
cf0 {\i \f50 Fp}{\f40 {\field{\*\fldinst SYMBOL 179 \\f Symbol }}} 0 \par
}
f63 \u63735\'3f}{\i \f50 , }\par
}
\f63 \u63735\'3f} \par
}
cf0 p{\i0 \f20 := }\par
}
ar
}
{\phpg\posx8305\pvpg\posy6527\absw322\absh661 \i \f50 \fs21 \cf0 \fi94 \i \f50 \
fs21 \cf0 x
i0 \f40 {\field{\*\fldinst SYMBOL 45 \\f Symbol }}}{\field{\*\fldinst SYMBOL 108
\\f Symbol }} \par
}
ar
}
f0 , \par
}
cf0 g{\up006 \fs14 T}p <{\i0 \f20 0}, \par
}
16) \par
}
{\i \f50 m}{\i\dn006 \f50 \fs10 A}+{\i \f50 m}{\i\dn006 \f50 \fs10 B}+{\i \f50
m}{\i \f50 \fs10 C}+{\i \f50 N }\par
}
cf0 n{\i0 \f20 +1 }\par
}
By the Lemma of Farkas 3.1, we can find{\i \f50 q}{\f40 {\field{\*\
fldinst SYMBOL 206 \\f Symbol }}}{\f10 R }\par
}

f63 \u63723\'3f} {\f63 \u63734\'3f} \par
}
\cf0 F{\up006 \fs14 T}q{\i0 \f20 =} g, \par
}
\cf0 q{\i0 \f20 = }\par
}
50 \fs21 \cf0
cf0 {\i0 \f20 Writing} a{\i0 \f20 :=}{\i0 \f20 {\f63 \u710\'3f}}a{\i0 \f40 {\
field{\*\fldinst SYMBOL 45 \\f Symbol }}}{\i0 \f20 }a{\i0 \f20 ,}{\i0 \f20 we}{
\i0 \f20 find}{\i0 \f20 the}{\i0 \f20 existence}{\i0 \f20 of}{\i0 \f20 vect
ors} a{\i0 \f40 {\field{\*\fldinst SYMBOL 206 \\f Symbol }}}{\i0 \f10 R}{\up00
6 \fs14 m}{\up006 \fs10 A }
{\i0 \f20 (depending}{\i0 \f20 on}{\i0 \f20 the}{\i0 \f20 choice}{\i0 \f20 o
f}{\i0 \f20 the} v{\dn006 \fs14 j}{\i0 \f20 )}{\i0 \f20 such}{\i0 \f20 that
}\par
}
\cf0 A a{\i0 \f20 +} B{\up006 \fs14 T}b{\i0 \f20 +} C c{\i0 \f20 + }\par
}
\cf0 T \par
}
\cf0 T \par
}
\fs14 \cf0 N
\i0 \f10 \fs21 X }\par
}
\cf0 j{\i0 \f20 =1 }\par
}
For{\i \f50 M}{\f40 {\field{\*\fldinst SYMBOL 163 \\f Symbol }}}{\i \f50 N},
we consider the set{\i \f50 S }\par
}
\cf0 M \par
}
\cf0 {\dn006 \fs14 j}D{\dn006 \fs14 j}{\up006 \fs14 T}v{\fs14 j}{\i0 \f20 =
}{\i0 \f20 0}, \par
}
\cf0 e \par
}
\cf0 T \par
}
\fs21 \cf0 a
}{\phpg\posx6727\pvpg\posy9415\absw559\absh1360 \i \f50 \fs21 \cf0 \fi218 {\i0 \
f20 {\f63 \u710\'3f} }

\i0 \f10 {\f63 \u63724\'3f}}{\i0 \f10 {\f63 \u63735\'3f} }
\i0 \f10 {\f63 \u63724\'3f}}{\i0 \f20 }a{\i0 \f10 {\f63 \u63735\'3f} }
\i0 \f10 {\f63 \u63724\'3f}}{\i0 \f10 {\f63 \u63735\'3f} }
\i0 \f10 {\f63 \u63724\'3f}} b{\i0 \f10 {\f63 \u63735\'3f} }\par
}
{\f63 \u63724\'3f} {\f63 \u63735\'3f}{\f40 {\field{\*\fldinst SYMBOL 179 \\f S
ymbol }}}{\f20 0}{\i \f50 . }\par
}
\f63 \u63724\'3f} {\f63 \u63735\'3f}
3 \u63725\'3f}{\i \f50 c}{\f63 \u63736\'3f} \par
}
(17) \par
}
{\phpg\posx7809\pvpg\posy11194\absw958\absh404 \f20 \fs21 \cf0 \f20 \fs21 \cf0 ,
{\i \f50 b}{\f40 {\field{\*\fldinst SYMBOL 206 \\f Symbol }}}{\f10 R}{\i\up00
6 \f50 \fs14 m}{\i\up006 \f50 \fs10 B }\par
}
{\i \f50 c}{\f40 {\field{\*\fldinst SYMBOL 206 \\f Symbol }}}{\f10 R}{\i\up00
6 \f50 \fs14 m}{\i\up006 \f50 \fs10 C }\par
}
, and{\i \f50 }{\f40 {\field{\*\fldinst SYMBOL 206 \\f Symbol }}}{\f10 R}{\i\u
p006 \f50 \fs14 N }\par
}
\par
}
\fs21 \cf0 c
par
}
{\phpg\posx7990\pvpg\posy12245\absw486\absh215 \f20 \fs21 \cf0 \f20 \fs21 \cf0 =
1{\i \f50 , }\par
}
\cf0 b, c, {\i0 \f40 {\field{\*\fldinst SYMBOL 179 \\f Symbol }}}{\i0 \f20 0}.
\par
}
\cf0 m{\i0 \f20 \fs10 1 }\par
}
\cf0 (18)
\par}{\phpg\posx10612\pvpg\posy12245\absw596\absh869 \sl-224 \par\par\f20 \fs21
\cf0 {\i \f50 \fs14 m}{\i \f50 \fs10 M}{\f40 \fs10 {\field{\*\fldinst SYMBOL 45
\\f Symbol }}}{\fs10 1 }\par
}
consisting of all ({\i \f50 v}{\dn006 \fs14 1}{\i \f50 ,}{\i \f50 .}{\i \f5
0 .}{\i \f50 .}{\i \f50 ,}{\i \f50 v }\par
}
for which (18) holds with{\i \f50 }{\i\dn006 \f50 \fs14 j} = 0 for{\i
\f50 j}{\f40
{\field{\*\fldinst SYMBOL 179 \\f Symbol }}}{\i \f50 M}.
Let{\i \f50 S}{\dn006 \fs14 1} :={\f40 {\f63 \u8709\'3f}}.
Let{\i \f50
M} be maximal with
\fi4562 15 \par
}
{\f40 {\field{\*\fldinst SYMBOL 206 \\f Symbol }}}{\f10 R }\par
}
\cf0 M{\i0 \f40 {\field{\*\fldinst SYMBOL 45 \\f Symbol }}}{\i0 \f20 1 }\par
}
{\phpg\posx9606\pvpg\posy12938\absw1004\absh404 \f40 \fs21 \cf0 \f40 \fs21 \cf0 {\f
10 R }\par
}
ffd8ffe000104a46494600010100000100010000ffdb004300010101010101010101010101010101
01010101010101010101010101010101010101010101010101010101010101010101010101010101
010101010101010101ffdb0043010101010101010101010101010101010101010101010101010101
0101010101010101010101010101010101010101010101010101010101010101010101010101ffc0
001108034a025303012200021101031101ffc4001f00000105010101010101000000000000000001
02030405060708090a0bffc400b5100002010303020403050504040000017d010203000411051221
31410613516107227114328191a1082342b1c11552d1f02433627282090a161718191a2526272829
2a3435363738393a434445464748494a535455565758595a636465666768696a737475767778797a
0101010101010101010000000000000102030405060708090a0bffc400b511000201020404030407
05040400010277000102031104052131061241510761711322328108144291a1b1c109233352f015
6272d10a162434e125f11718191a262728292a35363738393a434445464748494a53545556575859
5a636465666768696a737475767778797a82838485868788898a92939495969798999aa2a3a4a5a6
00ffd9
\fs21 \cf0 S{\fs14 M }\par
}
\cf0 r{\i0 \f20 :=} b{\i0 \f20 ,}{\i0 \f20 and} s{\i0 \f20 :=} c{\i0 \f20 w
e}{\i0 \f20 find}{\i0 \f20 (13). }
cf0 {\i0 \f20 Hence}{\i0 \f20 we}{\i0 \f20 may}{\i0 \f20 assume}{\i0 \f20
that} M >{\i0 \f20 1}{\i0 \f20 and}{\i0 \f20 pick}{\i0 \f20 (}v{\i0\
dn006 \f20 \fs14 1}, . . . , v
v{\fs14 M}{\i0 \f40 {\field{\*\fldinst SYMBOL 206 \\f Symbol }}}{\i0 \f10 R }
{\i0 \f20 numbers} {\field{\*\fldinst SYMBOL 108 \\f Symbol }} >{\i0 \f20 0}{\i
0 \f20 and}{\i0 \f20 {\f63 \u732\'3f}}{\field{\*\fldinst SYMBOL 108 \\f Symbo
l }} >{\i0 \f20 0}{\i0 \f20 with }\par
}
cf0 m{\fs10 M }\par
}
\f10
R }\par
}
\par
}
cf0 m{\i0\dn006 \f20 \fs10 1 }\par
}
{\phpg\posx2926\pvpg\posy2537\absw1004\absh404 \f40 \fs21 \cf0 \f40 \fs21 \cf0 {\f1
0 R }\par
}
cf0 m{\fs10 M}{\i0 \f40 \fs10 {\field{\*\fldinst SYMBOL 45 \\f Symbol }}}{\i0 \f
20 \fs10 1 }\par
}
If{\i \f50 M} = 1 we get{\i \f50 c}{\f40 6}= 0, hence{\i \f50 m}{\
i\dn006 \f50 \fs14 C}{\i \f50 >} 0, and by setting{\i \f50 q} :={\i \f5
0 a}, \par
}
cf0 / \par
}
We can find vectors{\i \f50 a},{\i \f50 a}{\up006 \f40 \fs14 0},{\i \f50
b}{\f40 {\field{\*\fldinst SYMBOL 179 \\f Symbol }}} 0,{\i \f50 b}{\up006
\f40 \fs14 0}{\f40 {\field{\*\fldinst SYMBOL 179 \\f Symbol }}} 0,{\i \f50
c}{\f40 {\field{\*\fldinst SYMBOL 179 \\f Symbol }}} 0,{\i \f50 c}{\f40
{
\field{\*\fldinst SYMBOL 179 \\f Symbol }}} 0, 0{\f40 {\field{\*\fldinst SYM
BOL 163 \\f Symbol }}}{\i \f50 {\field{\*\fldinst SYMBOL 120 \\f Symbol }},}{\i
\f50 {\field{\*\fldinst SYMBOL 120 \\f Symbol }}}{\f40
{\field{\*\fldinst S
YMBOL 206 \\f Symbol }}}{\f10 R }\par
}
par
}
par
}
cf0 M{\i0 \f40 {\field{\*\fldinst SYMBOL 45 \\f Symbol }}}{\i0 \f20 1 }\par
}
{\f40 {\field{\*\fldinst SYMBOL 206 \\f Symbol }}}{\i \f50 S} .
Take a
n arbitrary \par
}
cf0 M \par
}
\cf0 M{\i0 \f40 {\field{\*\fldinst SYMBOL 45 \\f Symbol }}}{\i0 \f20 1 }\par
}
and \par
}
\cf0 A a{\i0 \f20 +} B{\up006 \fs14 T}b{\i0 \f20 +} C c{\i0 \f20 + }\par
}
cf0 T \par
}
cf0 T \par
}
cf0 M{\i0 \f40 {\field{\*\fldinst SYMBOL 45 \\f Symbol }}}{\i0 \f20 1 }
i25 {\i0 \f10 \fs21 X }\par
}
\cf0 {\field{\*\fldinst SYMBOL 120 \\f Symbol }}{\dn006 \fs14 j}D{\dn006 \fs14
j}{\up006 \fs14 T}v{\fs14 j}{\i0 \f20 +} {\field{\*\fldinst SYMBOL 108 \\f Sy
mbol }}D{\fs14 M}v{\fs14 M}{\i0 \f20 =}{\i0 \f20 0}, \par
}
cf0 T \par
}
cf0 e \par
}
cf0 T \par
}
\cf0 A a{\i0 \f20 +} B b{\i0 \f20 +} C c{\i0 \f20 + }\par
}
cf0 T \par
}
par
}
cf0 T \par
}
par
}
cf0 T \par
}
par
}
cf0 M{\i0 \f40 {\field{\*\fldinst SYMBOL 45 \\f Symbol }}}{\i0 \f20 1 }
i25 {\i0 \f10 \fs21 X }\par
}
cf0 j{\i0 \f20 =1 }\par
}
\cf0 {\field{\*\fldinst SYMBOL 120 \\f Symbol }} D v{\i0 \f20
+} {\field{\*\
fldinst SYMBOL 108 \\f Symbol }} D{\i0 \f20
(}{\i0 \f40 {\field{\*\fldinst SY
MBOL 45 \\f Symbol }}}v{\i0 \f20
)}{\i0 \f20 =}{\i0 \f20 0}, \par
}
cf0 j
j \par
}
f0 j \par
}
cf0 M \par
}
cf0 M \par
}
cf0 j{\i0 \f20 =1 }
0 \fi74 {\i0 \f40 0}
T \par
}
par
}
cf0 c
field{\*\fldinst SYMBOL 120 \\f Symbol }} \par
}
{\phpg\posx9267\pvpg\posy4607\absw892\absh215 \f20 \fs21 \cf0 \f20 \fs21 \cf0 +{
\i \f50 {\field{\*\fldinst SYMBOL 108 \\f Symbol }}} = 1{\i \f50 , }\par
}
19) \par
}
\i \f50
T }\par
}
cf0 e \par
}
cf0 T \par
}

cf0 {\field{\*\fldinst SYMBOL 120 \\f Symbol }} \par
}
cf0 c{\i0\dn006 \f40 \fs14 0}{\i0 \f10 }\par
}
par
}
20) \par
}
\cf0 0
\fs21 +}{\i \f50 \fs21 {\field{\*\fldinst SYMBOL 108 \\f Symbol }}}{\f20 \fs21
=}{\f20 \fs21 1}{\i \f50 \fs21 . }\par
}
ndeed, assume that we cannot find{\i \f50 a},{\i \f50 b},{\i \f50 c},{\i
\f50 {\field{\*\fldinst SYMBOL 120 \\f Symbol }}}, and{\i \f50 {\field{\*\fl
dinst SYMBOL 108 \\f Symbol }}} with (19). We can get vectors{\i \f50 a}
,{\i \f50 b}, \par
}
\cf0 c{\i0 \f20 ,} {\i0 \f20 satisfying}{\i0 \f20 (18).}{\i0 \f20
If}{\i0
\f20 there}{\i0 \f20 are}{\i0 \f20 only}{\i0 \f20 combinations}{\i0 \f2
0 with} \par
}
cf0 S{\fs14 M}{\i0 \f20 \fs14 +1 }\par
}
cf0 M{\i0 \f20 +1:}N \par
}
\par
}
\cf0 M \par
}
\cf0 / \par
}
contradicting the maximality of{\i \f50 M}. If there is a combination
with{\i \f50 }{\i\dn006 \f50 \fs14 M }\par
}
{\f20
0,}{\f20 then}{\f20 (}{\i \f50 v}{\dn006 \f20 \fs14 1}{\i \f50 ,
}{\i \f50 .}{\i \f50 .}{\i \f50 .}{\i \f50 ,}{\i \f50 v}{\f20
)} {\fiel
d{\*\fldinst SYMBOL 206 \\f Symbol }} \par
}
0, we find \par
}
:{\i \f50 M}{\f40 {\field{\*\fldinst SYMBOL 45 \\f Symbol }}}1 \par
}
nd \par
}
{\phpg\posx1763\pvpg\posy7062\absw959\absh242 \f20 \fs21 \cf0 \f20 \fs21 \cf0 ({
\i \f50 v}{\dn006 \fs14 1}{\i \f50 ,}{\i \f50 .}{\i \f50 .}{\i \f50 .}{\i \f
50 ,}{\i \f50 v }\par
}
}
\cf0 {\field{\*\fldinst SYMBOL 108 \\f Symbol }}{\i0 \f20 :=} {\dn006 \fs14 M}{
\i0 \f20 .}{\i0 \f20 The}{\i0 \f20 same}{\i0 \f20 argument}{\i0 \f20 gives}
{\i0 \f20 (20).}{\i0 \f20 Combining}{\i0 \f20 (19)}{\i0 \f20 and}{\i0 \f20
(20)}{\i0 \f20 leads}{\i0 \f20 to }\par
}
}
{\f40 {\field{\*\fldinst SYMBOL 206 \\f Symbol }}}{\i \f50 S}{\i\dn006 \f50
\fs14 M}, another contradiction. Thus{\i \f50 }{\i\dn006 \f50 \fs14 M }\par
}
{\f20
0,}{\f20 and}{\f20 we}{\f20 set}{\i \f50 {\field{\*\fldinst SY
MBOL 120 \\f Symbol }}}{\f20 :=}{\i \f50 }\par
}
\par
}
cf0 A \par
}
cf0 T{\i0 \f10 \fs21 }\par
}
{\i\up006 \f50 \fs14 {\ul {\field{\*\fldinst SYMBOL 108 \\f Symbol }}}} \{z{\
i\up006 \f50 \fs14 {\ul {\field{\*\fldinst SYMBOL 108 \\f Symbol }}}} \} \par
}
{\phpg\posx3373\pvpg\posy8450\absw478\absh215 \f20 \fs21 \cf0 \f20 \fs21 \cf0 :=
{\i \f50 q }\par
}
\i \f50 \fs21 a}{\fs21 + }\par
}
\dn006 \f40 \fs10 0}{\i \f50 \fs21 a }\par
}
\f10 \fs21 }\par
}
\i \f50 B }\par
}
cf0 T{\i0 \f10 \fs21 }\par
}
{\i\up006 \f50 \fs14 {\field{\*\fldinst SYMBOL 108 \\f Symbol }}} \{z{\i\up00
6 \f50 \fs14 {\ul {\field{\*\fldinst SYMBOL 108 \\f Symbol }}}} \} \par
}
{\i \f50 r }\par
}
cf0 e \par
}
cf0 T \par
}
par
}
cf0 s
field{\*\fldinst SYMBOL 110 \\f Symbol }} \par
}
\i \f50 \fs21 b}{\fs21 + }\par
}
\dn006 \f40 \fs10 0}{\i \f50 \fs21 b }\par
}
\f10 \fs21 }\par
}
\i \f50 C }\par
}
cf0 T{\i0 \f10 \fs21 }\par
}
\par
}
cf0 {\field{\*\fldinst SYMBOL 108 \\f Symbol }}{\i0 \f20 +} {\field{\*\fldinst
SYMBOL 108 \\f Symbol }}
i144 {\field{\*\fldinst SYMBOL 108 \\f Symbol }}{\field{\*\fldinst SYMBOL 108 \\
f Symbol }}{\i0 \f40 \fs14 0 }\par
}
{\i\up006 \f50 \fs14 {\ul {\field{\*\fldinst SYMBOL 108 \\f Symbol }}}} \{z{\
i\up006 \f50 \fs14 {\ul {\field{\*\fldinst SYMBOL 108 \\f Symbol }}}} \} \par
}
{\i \f50 s }\par
}
par
}
\i \f50 \fs21 c}{\fs21 + }\par
}
\dn006 \f40 \fs10 0}{\i \f50 \fs21 c }\par
}
\f10 \fs21 }\par

}
\par
}
{\phpg\posx7914\pvpg\posy7843\absw639\absh833 \f10 \fs21 \cf0 \f10 \fs21 \cf0 X{\
i\dn006 \f50 \fs14 {\ul {\field{\*\fldinst SYMBOL 120 \\f Symbol }}}}{\i\dn006
\f50 \fs10 {\ul j} }\par
}
cf0 j{\i0 \f20 =1 }\par
}
field{\*\fldinst SYMBOL 45 \\f Symbol }}{\f20 2}{\f20 =:}{\i \f50 {\field{\*\
fldinst SYMBOL 115 \\f Symbol }}. }\par
}
:={\i \f50 {\field{\*\fldinst SYMBOL 115 \\f Symbol }} }\par
}
field{\*\fldinst SYMBOL 45 \\f Symbol }}{\f20 1 }\par
}
{\i\up006 \f50 \fs14 {\ul {\field{\*\fldinst SYMBOL 108 \\f Symbol }}}} \{z{\i\
up006 \f50 \fs14 {\ul }{\field{\*\fldinst SYMBOL 108 \\f Symbol }}}\} \par
}
{\i \f50 {\field{\*\fldinst SYMBOL 110 \\f Symbol }}}{\i\dn006 \f50 \fs14 j }\p
ar
}
\par
}
cf0 {\ul {\field{\*\fldinst SYMBOL 120 \\f Symbol }}}{\i0 \f10 \fs21 {\ul j} }\p
ar
}
par
}
par
}
\cf0 D{\dn006 \fs14 j}{\up006 \fs14 T}v{\dn006 \fs14 j}{\i0 \f20 =}{\i0 \f20
0}. \par
}
21) \par
}
f{\i \f50 s}{\f40 6}= 0 or{\i \f50 {\field{\*\fldinst SYMBOL 110 \\f Symbo
l }}}{\f40 6}= 0 the combination ({\i \f50 }{\i \f50 ,}{\i \f50 .}{\i \f5
0 .}{\i \f50 .}{\i \f50 ,}{\i \f50 }\par
}
nd{\i \f50 c} :={\i \f50 {\field{\*\fldinst SYMBOL 115 \\f Symbol }}}{\up006 \
f40 \fs14 {\field{\*\fldinst SYMBOL 45 \\f Symbol }}}{\up006 \fs14 1 }\par
}
4 \cf0 1
\f50 \fs21 s}{\f40 \fs21 {\field{\*\fldinst SYMBOL 179 \\f Symbol }}}{\fs21 0}
{\fs21 proves}{\fs21 that}{\fs21 (}{\i \f50 \fs21 v}{\dn006 1}{\i \f50 \f
s21 ,}{\i \f50 \fs21 .}{\i \f50 \fs21 .}{\i \f50 \fs21 .}{\i \f50 \fs21 ,}{\
i \f50 \fs21 v }\par
}
\par
}
0 1 }\par
}
}
arbitrary, we have shown that for all{\i \f50 v }
h
3548 {\i \f50 \fs14 T }\par
}
\cf0 c{\i0 \f20 =} c{\i0\up006 \f40 \fs14 0}{\i0 \f20 =}{\i0 \f20 0,}{\i0
\f20 and} {\field{\*\fldinst SYMBOL 110 \\f Symbol }}{\i0 \f20 =}{\i0 \f20
0,}{\i0 \f20 hence} {\field{\*\fldinst SYMBOL 120 \\f Symbol }}{\i0 \f20
=}
{\field{\*\fldinst SYMBOL 120 \\f Symbol }}{\i0 \f20
=}{\i0 \f40 }{\i0 \f20 =
} {\field{\*\fldinst SYMBOL 120 \\f Symbol }} \par
}
\cf0 M{\i0 \f40 \fs21 {\field{\*\fldinst SYMBOL 206 \\f Symbol }}}{\i0 \f10 \f
s21 R }\par
}
}
{\f40 {\field{\*\fldinst SYMBOL 206 \\f Symbol }}}{\i \f50 S}{\i\dn006 \f50 \f
s14 M}, a contradiction. Thus{\i \f50 s} = 0, implying \par
}
{\i \f50 {\field{\*\fldinst SYMBOL 120 \\f Symbol }}}{\up006 \f40 \fs14 0 }\par
}
= 0, and{\i \f50 {\field{\*\fldinst SYMBOL 108 \\f Symbol }}} = 1. Since{\i \
f50 v}{\i\dn006 \f50 \fs14 M }\par
}
was \par
}
\cf0 m{\fs10 M }\par
}
\cf0 N{\i0 \f40 {\field{\*\fldinst SYMBOL 45 \\f Symbol }}}{\i0 \f20 1 }\par
}
there exist vectors{\i \f50 a}{\f40 {\field{\*\fldinst SYMBOL 206 \\f Symbol
}}}{\f10 R }\par
}
\cf0 N{\i0 \f40 {\field{\*\fldinst SYMBOL 45 \\f Symbol }}}{\i0 \f20 1 }\par
}
\cf0 m{\fs10 A }\par
}
and{\i \f50 b}{\f40 {\field{\*\fldinst SYMBOL 206 \\f Symbol }}}{\f10 R }\par
}
\cf0 m{\fs10 B }\par
}
\cf0 {\field{\*\fldinst SYMBOL 110 \\f Symbol }}{\i0 \f40 {\field{\*\fldinst S
YMBOL 179 \\f Symbol }}}{\i0 \f20 0,} a{\i0 \f20 :=} {\field{\*\fldinst SYMB
OL 115 \\f Symbol }} \par
}
}
cf0 q{\i0 \f20 ,} b{\i0 \f20 :=} {\field{\*\fldinst SYMBOL 115 \\f Symbol }}
\par
}
\field{\*\fldinst SYMBOL 45 \\f Symbol }}{\f20 1 }\par
}
\cf0 r{\i0 \f40 {\field{\*\fldinst SYMBOL 179 \\f Symbol }}}{\i0 \f20 0, }\p
ar
}
\cf0 A a{\i0 \f20 +} B{\up006 \fs14 T}b{\i0 \f20 +} D v \par
}
\cf0 M \par
}
We set{\i \f50 j} :={\i \f50 M} and choose for{\i \f50 v}{\i\dn006 \f50
\fs14 M }\par
}
\cf0 T \par
}
\cf0 M{\i0 \f20 \fs21 =}{\i0 \f20 \fs21 0}{\fs21 . }\par
}
(22) \par
}
({\i \f50 k} = 1{\i \f50 ,}{\i \f50 .}{\i \f50 .}{\i \f50 .}{\i \f50 ,}{\i \
f50 m}{\i\dn006 \f50 \fs14 j}). This gives vectors{\i \f50 q}{\up006 \f40 \f
s14 0} and{\i \f50 r}{\up006 \f40 \fs14 0}{\f40 {\field{\*\fldinst SYMBOL 1
79 \\f Symbol }}} 0 with
\fi3536 {\i \f50 A}{\i \f50 q}{\up006 \f40 \fs14 0} +{\i \f50 B}{\i \f50
r} ={\f40 {\field{\*\fldinst SYMBOL 45 \\f Symbol }}}{\i \f50 D}{\i \f50 u.

}\par
}
{\phpg\posx1763\pvpg\posy12218\absw5907\absh1697 \i \f50 \fs14 \cf0 \fi3711 \i \
f50 \fs14 \cf0 T
T{\i0 \f40
0}
T
\fi5485 j
\cf0 {\i0 \f20 \fs21 and}{\i0 \f20 \fs21 vectors}{\fs21 q}{\dn006 k}{\i0 \f20
\fs21 and}{\fs21 r}{\dn006 k}{\i0 \f40 \fs21 {\field{\*\fldinst SYMBOL 179
\\f Symbol }}}{\i0 \f20 \fs21 0}{\i0 \f20 \fs21 (}{\fs21 k}{\i0 \f20 \fs21 =
}{\i0 \f20 \fs21 1}{\fs21 ,}{\fs21 .}{\fs21 .}{\fs21 .}{\fs21 ,}{\fs21 m}{
\dn006 j}{\i0 \f20 \fs21 )}{\i0 \f20 \fs21 with }
\cf0 \fi3450 {\fs21 A}{\fs21 q}{\i0 \f20 \fs21
+}{\fs21 B}{\up006 T}{\fs2
1 r}{\i0 \f20 \fs21
=}{\i0 \f40 \fs21 {\field{\*\fldinst SYMBOL 45 \\f Symbo
l }}}{\fs21 D}{\fs21 w}{\fs21 . }
\cf0 \fi4562 {\i0 \f20 \fs21 16 }\par
}
\cf0 T \par
}
\cf0 T
\par}{\phpg\posx7212\pvpg\posy13228\absw134\absh285 \sl-157 \i \f50 \fs14 \cf0 j
\par
}
cf0 j \par
}
cf0 j \par
}
cf0 j \par
}
in turn an arbitrary{\i \f50 u}{\i \f50 >} 0 and the vectors{\i \f50 w
}{\i\dn006 \f50 \fs14 k} :={\f40 {\field{\*\fldinst SYMBOL 45 \\f Symbol }}}
{\i \f50 e}{\i\dn006 \f50 \fs14 k }\par
}
ffd8ffe000104a46494600010100000100010000ffdb004300010101010101010101010101010101
01010101010101010101010101010101010101010101010101010101010101010101010101010101
010101010101010101ffdb0043010101010101010101010101010101010101010101010101010101
0101010101010101010101010101010101010101010101010101010101010101010101010101ffc0
001108034a025303012200021101031101ffc4001f00000105010101010101000000000000000001
02030405060708090a0bffc400b5100002010303020403050504040000017d010203000411051221
31410613516107227114328191a1082342b1c11552d1f02433627282090a161718191a2526272829
2a3435363738393a434445464748494a535455565758595a636465666768696a737475767778797a
0101010101010101010000000000000102030405060708090a0bffc400b511000201020404030407
05040400010277000102031104052131061241510761711322328108144291a1b1c109233352f015
6272d10a162434e125f11718191a262728292a35363738393a434445464748494a53545556575859
5a636465666768696a737475767778797a82838485868788898a92939495969798999aa2a3a4a5a6
00ffd9
\cf0 Forming the matrices{\i \f50 Q} :={\i \f50 q}{\dn006 \fs14 1}{\i \f50
,}{\i \f50 .}{\i \f50 .}{\i \f50 .}{\i \f50 ,}{\i \f50 q}{\i\dn006 \f50 \fs
14 m}{\i\dn006 \f50 \fs10 j }\par
}
ar
}
cf0 , q{\i0\up006 \f40 \fs14 0 }\par
}
ar
}
nd{\i \f50 R} :={\i \f50 r}{\dn006 \fs14 1}{\i \f50 ,}{\i \f50 .}{\i \f50
.}{\i \f50 .}{\i \f50 ,}{\i \f50 r}{\i\dn006 \f50 \fs14 m}{\i\dn006 \f50 \fs1
0 j }\par
}
ar
}
cf0 , r{\i0\up006 \f40 \fs14 0 }\par
}
ar
}
{\phpg\posx8844\pvpg\posy2577\absw1761\absh215 \f20 \fs21 \cf0 \f20 \fs21 \cf0 f
inally gives (14). \par
}
}
he well known theorems of the alternative by Motzkin [24] and Tucker [34]
are conse\par}{\phpg\posx1763\pvpg\posy3342\absw9350\absh915 \sl-288 \f20 \fs21 \cf0 quen
ces of this theorem.
{\b 3.4}{\b Theorem.}{\b (Motzkin's}{\b linear}{\b transposition}{\b t
heorem) }\par
}
}
\cf0 of the following holds:
f0 (i){\i0 \f20 (}{\f50 Bp}{\dn006 \f50 \fs14 I)}{\i0 \f20 }{\i0 \f20
=}{
\i0 \f20 0},{\i0 \f20 (}{\f50 Bp}{\dn006 \f50 \fs14 J)}{\i0 \f20 }{\i0 \f40
{\field{\*\fldinst SYMBOL 179 \\f Symbol }}}{\i0 \f20 0},{\i0 \f20 (}{\f50
Bp}{\i0 \f20 )}{\dn006 \f50 \fs14 K}{\f50 >}{\i0 \f20 0 }\par
}
\cf0 (ii){\f50 B}{\up006 \f50 \fs14 T}{\f50 q}{\i0 \f20 =}{\i0 \f20 0},{\f50
q }\par
}
cf0 J{\i0 \f40 {\field{\*\fldinst SYMBOL 200 \\f Symbol }}}K \par
}
\field{\*\fldinst SYMBOL 179 \\f Symbol }}{\f20 0}{\i \f10 ,}{\i \f50 q}{\i\dn
006 \f50 \fs14 K} 6{\f20 =}{\f20 0 }\par
}
\cf0 Let{\f50 B}{\i0 \f40 {\field{\*\fldinst SYMBOL 206 \\f Symbol }}}{\i0 R
}\par
}
\cf0 , and let{\i0 \f20 (}{\f50 I,}{\f50 J,}{\f50 K}{\i0 \f20 )} be a partiti
on of{\i0 \f40 \{}{\i0 \f20 1}{\f50 ,}{\f50 .}{\f50 .}{\f50 .}{\f50 ,}{\f50
m}{\i0 \f40 \}} with{\f50 K}{\i0 \f40 6}{\i0 \f20 =}{\i0 \f40 {\f63 \u8709
\'3f}}. Then exactly one \par
}
\cf0 for some{\f50 p}{\i0 \f40 {\field{\*\fldinst SYMBOL 206 \\f Symbol }}}{\i
0 R}{\up006 \f50 \fs14 n}, \par
}
\cf0 for some{\f50 q}{\i0 \f40 {\field{\*\fldinst SYMBOL 206 \\f Symbol }}}{\i
0 R}{\up006 \f50 \fs14 m}. \par
}
\cf0 Proof.{\i0 \f20 We}{\i0 \f20 set} A {\i0 \f20 {\f63 \u732\'3f}}{\i0 \f2
0 :=} B{\dn006 \fs14 I}{\i0\dn006 \f20 \fs14 :}{\i0 \f20 ,} B {\f63 \u732\'3f}
{\i0 \f20 :}{\i0 \f20 =} B{\dn006 \fs14 J}{\i0\dn006 \f20 \fs14 :}{\i0 \f20
,} C {\i0 \f20 {\f63 \u732\'3f}}{\i0 \f20 :=} C{\dn006 \fs14 K}{\i0\dn006 \f2
0 \fs14 :}{\i0 \f20 ,} N{\i0 \f20 =}{\i0 \f20 0}{\i0 \f20 and}{\i0 \f20 app
ly}{\i0 \f20 Theorem}{\i0 \f20 3.3. }\par
}

}
\cf0 3.5 Theorem. (Tucker's linear transposition theorem) \par
}
}
\cf0 of the following holds:
f0 (i){\i0 \f20 (}{\f50 Bp}{\dn006 \f50 \fs14 I)}{\i0 \f20 }{\i0 \f20
=}{
\i0 \f20 0},{\i0 \f20 (}{\f50 Bp}{\i0 \f20 )}{\f50 \fs14 J}{\i0 \f40 \fs14 {\
field{\*\fldinst SYMBOL 200 \\f Symbol }}}{\f50 \fs14 K}{\i0 \f40 {\field{\*\f
ldinst SYMBOL 179 \\f Symbol }}}{\i0 \f20 0 }\par
}
}\par
}
\cf0 , and let{\i0 \f20 (}{\f50 I,}{\f50 J,}{\f50 K}{\i0 \f20 )} be a partiti
on of{\i0 \f40 \{}{\i0 \f20 1}{\f50 ,}{\f50 .}{\f50 .}{\f50 .}{\f50 ,}{\f50
m}{\i0 \f40 \}} with{\f50 K}{\i0 \f40 6}{\i0 \f20 =}{\i0 \f40 {\f63 \u8709
\'3f}}. Then exactly one \par
}
\cf0 ,{\i0 \f20 (}{\f50 Bp}{\dn006 \f50 \fs14 K}{\i0 \f20 =}{\i0 \f20 06)
}\par
}
\cf0 for some{\f50 p}{\i0 \f40 {\field{\*\fldinst SYMBOL 206 \\f Symbol }}}{\i
0 R}{\up006 \f50 \fs14 n}, \par
}
q}{\dn006 \f50 \fs14 J}{\i0 \f40 {\field{\*\fldinst SYMBOL 179 \\f Symbol }
}}{\i0 \f20 0},{\f50 q}{\dn006 \f50 \fs14 K}{\f50 >}{\i0 \f20 0 }\par
}
0 R}{\up006 \f50 \fs14 m}. \par
}
\cf0 Proof.{\i0 \f20 Set} A {\i0 \f20 {\f63 \u732\'3f}}{\i0 \f20 =}{\i0 \f40
{\field{\*\fldinst SYMBOL 45 \\f Symbol }}}B{\up006 \fs14 T}{\i0 \f20 ,}{\i0
\f20 define}{\i0 \f20 the}{\i0 \f20 matrix} B {\f63 \u732\'3f}{\i0 \f20 w}{
\i0 \f20 hose}{\i0 \f20 rows}{\i0 \f20 are}{\i0 \f20 indexed}{\i0 \f20 by}
I{\i0 \f40 {\field{\*\fldinst SYMBOL 200 \\f Symbol }}} J{\i0 \f40 {\field{\*
\fldinst SYMBOL 200 \\f Symbol }}} K{\i0 \f20 and}{\i0 \f20 whose }\par
}
{\phpg\posx1763\pvpg\posy9891\absw3575\absh215 \f20 \fs21 \cf0 \f20 \fs21 \cf0 c
olumns are indexed by{\i \f50 J} with{\i \f50 B }\par
}
f63 \u732\'3f} \par
}
cf0 J{\i0 \f20 : }\par
}
{\phpg\posx5591\pvpg\posy9891\absw793\absh215 \f20 \fs21 \cf0 \f20 \fs21 \cf0 ={

\b 1} ,{\i \f50 B }\par
}
f63 \u732\'3f} \par
}
0, and introduce the matrix{\i \f50 C} whose \par
}
rows are indexed by{\i \f50 I}{\f40 {\field{\*\fldinst SYMBOL 200 \\f Symbo
l }}}{\i \f50 J}{\f40 {\field{\*\fldinst SYMBOL 200 \\f Symbol }}}{\i \f50 K
} with{\i \f50 C }\par
}
\f63 \u732\'3f}{\i \f50 \fs14 K}{\dn006 \fs14 :} = \par
}
cf0 I{\i0 \f40 {\field{\*\fldinst SYMBOL 200 \\f Symbol }}}K,{\i0 \f20 : }
b\i0 \f20 \fs21 1}{\i0 \f20 \fs21 ,}{\fs21 C }\par
}
\f63 \u732\'3f}{\i \f50 \fs14 I}{\f40 \fs14 {\field{\*\fldinst SYMBOL 200 \\f Sy
mbol }}}{\i \f50 \fs14 J,}{\fs14 : }\par
}
1 \cf0 {\f63 \u732\'3f}
\par}{\phpg\posx7304\pvpg\posy9831\absw3830\absh529 \sl-349 \f20 \fs21 \cf0 = 0
, and{\i \f50 N} = 0. Clearly, case (i) of \par
}
Theorem 3.3 is equivalent to the solvability of the present (ii). On the other
hand,, case (ii)
Theorem 3.3 is here equivalent to the existence of vectors{\i \f50 q},{\i \f50
r}{\f40 {\field{\*\fldinst SYMBOL 179 \\f Symbol }}} 0, and{\i \f50 s}{\f40
{\field{\*\fldinst SYMBOL 179 \\f Symbol }}} 0,{\i \f50 s}{\f40 6}= 0 with
0 \fi3501 {\i \f50 A}{\i \f50 q} +{\i \f50 B {\f63 \u732\'3f}} T{\i\up006 \f5
0 \fs14 r}{\i \f50 } +{\i \f50 C}{\i \f50 s} = 0{\i \f50 . }
0 Plugging in the definitions of{\i \f50 A},{\i \f50 B}, and{\i \f50 C } {\f6
3 \u732\'3f} this becomes \par
}
\f63 \u732\'3f}{\i\dn006 \f50 \fs14 T }\par
}
\f63 \u732\'3f}{\i\dn006 \f50 \fs14 T }\par
}
s21 \cf0 {\f63 \u732\'3f}
{\f63 \u732\'3f}
0 \fi2286 {\f40 {\field{\*\fldinst SYMBOL 45 \\f Symbol }}}{\i \f50 B}{\dn006 \f
s14 :I}{\i\dn006 \f50 \fs14 q}{\i \f50 } = 0{\i \f50 , }
\par}{\phpg\posx1763\pvpg\posy11570\absw3546\absh1054 \sl-400 \f20 \fs21 \cf0 wh
ich is clearly equivalent to (i). \par
}
{\field{\*\fldinst SYMBOL 45 \\f Symbol }}{\i \f50 B}{\i\dn006 \f50 \fs14 J}{\d
n006 \f20 \fs14 :}{\i \f50 q}{\f20 +}{\i \f50 r}{\f20 =}{\f20 0}{\i \f50 , }
\par
}
{\field{\*\fldinst SYMBOL 45 \\f Symbol }}{\i \f50 B}{\i\dn006 \f50 \fs14 K}{\d
n006 \f20 \fs14 :}{\i \f50 q}{\f20 +}{\i \f50 s}{\f20 =}{\f20 0}{\i \f50 , }
\par
}
t
}
For the applications in the next section we need the following corollary of Theo
rem 3.3.
\fi4562 17 \par
}
ffd8ffe000104a46494600010100000100010000ffdb004300010101010101010101010101010101
01010101010101010101010101010101010101010101010101010101010101010101010101010101
010101010101010101ffdb0043010101010101010101010101010101010101010101010101010101
0101010101010101010101010101010101010101010101010101010101010101010101010101ffc0
001108034a025303012200021101031101ffc4001f00000105010101010101000000000000000001
02030405060708090a0bffc400b5100002010303020403050504040000017d010203000411051221
31410613516107227114328191a1082342b1c11552d1f02433627282090a161718191a2526272829
2a3435363738393a434445464748494a535455565758595a636465666768696a737475767778797a
0101010101010101010000000000000102030405060708090a0bffc400b511000201020404030407
05040400010277000102031104052131061241510761711322328108144291a1b1c109233352f015
6272d10a162434e125f11718191a262728292a35363738393a434445464748494a53545556575859
5a636465666768696a737475767778797a82838485868788898a92939495969798999aa2a3a4a5a6
00ffd9
\fs21 \cf0 3.6 Corollary. \par
}
\cf0 j{\i0 \f20 =}{\i0 \f40 |}J{\i0 \f40 |}{\f10 ,}{\f10 and} k{\i0 \f20 =}{
\i0 \f40 |}K{\i0 \f40 |} >{\i0 \f20 0}{\f10 elements.}{\f10 Then}{\f10 exa
ctly}{\f10 one}{\f10 of}{\f10 the}{\f10 following}{\f10 holds: }
f0 {\f10 (i)}{\f10 If} A{\i0 \f20 =} B{\dn006 \fs14 KT}{\up006 \fs14 E} {\f10
for}{\f10 any}{\i0 \f20 0} < u{\i0 \f40 {\field{\*\fldinst SYMBOL 206 \\f
Symbol }}}{\i0 \f10 R}{\up006 \fs14 k}{\f10 ,}{\f10 then}{\i0 \f20 rk} A{\i
0 \f20 =} k{\f10 and}{\f10 for}{\f10 some}{\f10 matrix} P{\i0 \f40 {\fiel
d{\*\fldinst SYMBOL 206 \\f Symbol }}}{\i0 \f10 R }\par
}
{\phpg\posx3145\pvpg\posy3481\absw55\absh143 \f20 \fs14 \cf0 \f20 \fs14 \cf0 : \
par
}
\cf0 u
f0 {\i0 \f20 \fs21 (}{\fs21 B}{\i0 \f20 \fs21 (}{\fs21 A}{\i0 \f20 \fs21 +}{\fs
21 P}{\i0 \f20 \fs21 ))}{\i0\dn006 \f20 :I}{\dn006 =}{\i0 \f20 \fs21 }{\i0
\f20 \fs21 0}{\fs21 , }\par
}
{\i \f50 B}({\i \f50 A} +{\i \f50 P} )){\i\dn006 \f50 \fs14 J}{\dn006 \fs14 :}{
\f40 {\field{\*\fldinst SYMBOL 179 \\f Symbol }}} 0{\i \f50 , }\par
}
cf0 and \par
}
{\i \f50 BP} ){\i\dn006 \f50 \fs14 K}{\dn006 \fs14 :} = 0{\i \f50 . }\par
}
}\par
}
}
\cf0 , and let{\i0 \f20 (}{\f50 I,}{\f50 J,}{\f50 K}{\i0 \f20 )} be a partit
ion of{\i0 \f40 \{}{\i0 \f20 1}{\f50 ,}{\f50 .}{\f50 .}{\f50 .}{\f50 ,}{\f
50 m}{\i0 \f40 \}} of{\f50 i}{\i0 \f20 =}{\i0 \f40 |}{\f50 I}{\i0 \f40 |},
\par
}
cf0 n{\i0 \f40 }{\i0 \f20 (}k{\i0 \f20 +1) }\par
}
q}{\dn006 \f50 \fs14 J}{\i0 \f40 {\field{\*\fldinst SYMBOL 179 \\f Symbol }
}}{\i0 \f20 0},{\f50 q}{\dn006 \f50 \fs14 K}{\i0 \f40 6}{\i0 \f20 =}{\i0 \f
20 0 }\par
}
0 R}{\up006 \f50 \fs14 m}. \par
}
ase (i) in Theorem 3.3 is equivalent to the present (ii).
On the other hand, (ii) in Theorem 3.3 is here equivalent to the existence of ma
trices{\i \f50 Q} and \par
}
\cf0 R{\i0 \f40 {\field{\*\fldinst SYMBOL 179 \\f Symbol }}}{\i0 \f20 0}{\i0 \
f20 with }\par
}
\cf0 B Q{\i0 \f20 =}{\i0 \f20 0},
fi177 {\fs14 I}{\i0 \f20 \fs14 : }\par
}
\cf0 B{\dn006 \fs14 J}{\i0\dn006 \f20 \fs14 :}Q{\i0 \f20 =} R, \par
}
\cf0 B{\dn006 \fs14 K}{\i0\dn006 \f20 \fs14 :}Q{\i0 \f20 =} E{\dn006 \fs14 u}
. \par
}
cf0 T \par
}
23) \par
}
f63 \u732\'3f}{\f40 {\field{\*\fldinst SYMBOL 206 \\f Symbol }}}{\f10 RR }\pa
r
}
\cf0 Proof.{\i0 \f20
We}{\i0 \f20 set} A{\i0 \f20 =}{\i0 \f40 {\field{
\*\fldinst SYMBOL 45 \\f Symbol }}}B{\i0 \f20
,}{\i0 \f20 define} B{\i0 \f
40 {\field{\*\fldinst SYMBOL 206 \\f Symbol }}}{\i0 \f10 R }\par
}
{\phpg\posx3582\pvpg\posy5566\absw763\absh215 \f20 \fs21 \cf0 \f20 \fs21 \cf0 wi
th{\i \f50 D }\par
}
f63 \u732\'3f} \par
}
{\phpg\posx4314\pvpg\posy5250\absw466\absh513 \i \f50 \fs14 \cf0 \fi30 \i \f50 \
fs14 \cf0 T
0 K{\i0 \f20 :}{\i0 \f20 \fs21 = }\par
}
cf0 1{\b0 ,}{\b0\i \f50 D }\par
}
f63 \u732\'3f} \par
}
1 \cf0 {\f63 \u732\'3f}
0 \fs14 |}{\i \f50 \fs14 I}{\f40 \fs14 {\field{\*\fldinst SYMBOL 200 \\f Symbol
}}}{\i \f50 \fs14 J}{\f40 \fs14 {\field{\*\fldinst SYMBOL 200 \\f Symbol }}}{\i
\f50 \fs14 K}{\f40 \fs14 ||}{\i \f50 \fs14 K}{\f40 \fs14 | }\par
}
{\phpg\posx5331\pvpg\posy5217\absw381\absh645 \f20 \fs21 \cf0 \fi82 \f20 \fs21 \
cf0 {\f63 \u732\'3f}
\i \f50 \fs14 I}{\f40 \fs14 {\field{\*\fldinst SYMBOL 200 \\f Symbol }}}{\i \f50
\fs14 J,}{\fs14 : }\par
}
{\phpg\posx6105\pvpg\posy5245\absw999\absh248 \f40 \fs14 \cf0 \f40 \fs14 \cf0 |{
\i \f50 I}{\field{\*\fldinst SYMBOL 200 \\f Symbol }}{\i \f50 J}{\field{\*\fldin
st SYMBOL 200 \\f Symbol }}{\i \f50 K}||{\i \f50 J}| \par
}
{\phpg\posx7221\pvpg\posy5277\absw771\absh215 \f20 \fs21 \cf0 \f20 \fs21 \cf0 wi
th{\i \f50 B }\par
}
f63 \u732\'3f} \par
}
f63 \u732\'3f} \par
}
cf0 J{\i0 \f20 : }\par
}
\par
}
cf0 1 {\b0 ,}{\b0\i \f50 B }\par
}
cf0 I{\i0 \f40 {\field{\*\fldinst SYMBOL 200 \\f Symbol }}}K,{\i0 \f20 : }\par
}
0, construct \par
}
0, and set{\i \f50 N} = 1,{\i \f50 m}{\i\dn006 \f50 \fs14 C} = 0, and{\
i \f50 k} ={\f40 |}{\i \f50 K}{\f40 |}. Clearly, \par
}
his, in turn, is equivalent to (i) by the following argument, for wh
ich we introduce the \par
}
{\phpg\posx1763\pvpg\posy7635\absw1776\absh215 \f20 \fs21 \cf0 \f20 \fs21 \cf0 p
seudo inverse{\i \f50 B }\par
}
cf0 T \par
}
cf0 T \par
}
cf0 K{\i0 \f20 : }\par
}
63 \u8224\'3f} \par
}
{\i \f50 B}{\i\dn006 \f50 \fs14 K}{\dn006 \fs14 :}({\i \f50 B}{\i\dn006 \f50 \
fs14 K}{\dn006 \fs14 :}{\i \f50 B}{\i \f50 \fs14 K}{\fs14 :}) \par
}
}
{\phpg\posx5677\pvpg\posy7635\absw751\absh249 \f20 \fs21 \cf0 \f20 \fs21 \cf0 of
{\i \f50 B}{\i\dn006 \f50 \fs14 K}{\dn006 \fs14 :}. \par
}
e set{\i \f50 Q} :={\i \f50 B}{\i \f50
E} +{\i \f50 PS}. Then \par
}
cf0 K{\i0 \f20 : }\par
}
cf0 u \par
}
cf0 T \par
}
\fs14 \cf0 I{\i0 \f20 : }
\fs21 B}{\fs21 Q}{\i0 \f20 \fs21 =}{\fs21 B }
fi177 J{\i0 \f20 : }\par
}
\cf0 B Q{\i0 \f20 =} B \par
}
cf0 J{\i0 \f20 : }\par
}
ar
}
cf0 I{\i0 \f20 : }\par
}
cf0 B{\fs14 K}{\i0\dn006 \f20 \fs14 : }\par
}
{\i \f50 B}{\i\dn006 \f50 \fs14 K}{\dn006 \fs14 :}{\i \f50 B}{\i\dn006 \f50 \fs
14 K}{\dn006 \fs14 :}){\i \f50
E}{\i \f50 \fs14 u} +{\i \f50 PS} ={\i \f
50 B}{\i \f50 \fs14 I}{\fs14 :}({\i \f50 B}{\i \f50 \fs14 K}{\fs14 :}{\i \f50
E}{\i \f50 \fs14 u} +{\i \f50 P} ){\i \f50 S} = 0{\i \f50 , }\par
}
{\phpg\posx1763\pvpg\posy8103\absw9357\absh406 \f20 \fs21 \cf0 \f20 \fs21 \cf0 L
ets assume (i). By Lemma 3.2 we can find a matrix{\i \f50 S}{\f40 {
\field{\*\fldinst SYMBOL 179 \\f Symbol }}} 0 with ({\i \f50 B}{\i\dn006 \f50
\fs14 K}{\dn006 \fs14 :}{\i \f50 B}{\i\dn006 \f50 \fs14 K}{\fs14 :T}{\i\up006
\f50 \fs14 )} E{\i \f50 }{\i \f50 \fs14 u}{\i \f50 S} ={\i \f50 E}{\i \f50
\fs14 u}, and \par
}
63 \u8224\'3f} \par
}
cf0 B{\fs14 K}{\i0\dn006 \f20 \fs14 : }\par
}
ar
}
cf0 T \par
}
}
cf0 T \par
}
{\i \f50 B}{\i\dn006 \f50 \fs14 K}{\dn006 \fs14 :}{\i \f50 B}{\i\dn006 \f50 \fs
14 K}{\dn006 \fs14 :}){\i \f50
E}{\i \f50 \fs14 u} +{\i \f50 PS} ={\i \f
50 B}{\i \f50 \fs14 J}{\fs14 :}({\i \f50 B}{\i \f50 \fs14 K}{\fs14 :}{\i \f50
E}{\i \f50 \fs14 u} +{\i \f50 P} ){\i \f50 S} =:{\i \f50 R}{\f40 {\field{\*
\fldinst SYMBOL 179 \\f Symbol }}} 0{\i \f50 , }\par
}
cf0 T \par
}
}
\cf0 B Q{\i0 \f20 =} B B E{\i0 \f20
+} B PS{\i0 \f20 =} E{\i0 \f20
+}{\i0 \f20 0}. \par
}
cf0 K{\i0 \f20 : }\par
}
cf0 K{\i0 \f20 : }\par
}
cf0 K{\i0 \f20 : }\par
}
cf0 u \par
}
cf0 K{\i0 \f20 : }\par
}
cf0 u \par
}
63 \u8224\'3f} \par
}
ar
}
ar
}

cf0 T \par
}
cf0 T \par
}
Now assume (23). The last equation implies rk{\i \f50 B}{\i\dn006 \f50 \fs14 K}
{\dn006 \fs14 : }\par
}
\cf0 B{\dn006 \fs14 K}{\i0\dn006 \f20 \fs14 : }\par
}
f63 \u8224\'3f} \par
}
= rk{\i \f50 A} ={\i \f50 k}, and so the pseudo inverse of \par
}
we can find{\i \f50 S}{\f40 {\field{\*\fldinst SYMBOL 179 \\f Symbol }}} 0 wit
h ({\i \f50 B}{\i\dn006 \f50 \fs14 K}{\i \f50 B}{\i\up006 \f50 \fs14 T} ){\u
p006 \f40 \fs14 {\field{\*\fldinst SYMBOL 45 \\f Symbol }}}{\up006 \fs14 1}{\i
\f50 E}{\i \f50 S} ={\i \f50 E} and set{\i \f50 P} :={\i \f50 P}{\i \f50
S}. Calculating \par
}
\par
}
\cf0 u \par
}
\cf0 u \par
}
\cf0 B \par
}
\cf0 I{\i0 \f20 : }\par
}
({\i \f50 A} +{\i \f50 P} ) ={\i \f50 B}{\dn006 \fs14 :I}{\i\dn006 \f50 \fs1
4 (} B{\i \f50 }{\i\dn006 \f50 \fs14 K}{\dn006 \fs14 :}{\i \f50 E}{\i \f50 \fs
14 u} +{\i \f50 P}{\i \f50 S}) ={\i \f50 B}{\i \f50 \fs14 I}{\fs14 :}({\i \
f50 B}{\i \f50 \fs14 K}{\fs14 :}{\i \f50 E}{\i \f50 \fs14 u} +{\i \f50 P} ){
\i \f50 S} ={\i \f50 B}{\i \f50 \fs14 I}{\fs14 :}{\i \f50 QS} = 0{\i \f50 , }\
par
}
\cf0 K{\i0 \f20 : }
f0 \fi154 T \par
}
\par
}
f63 \u8224\'3f} \par
}

\par
}
exists and{\i \f50 Q} is of the form{\i \f50 Q} ={\i \f50 B}{\i\dn006 \f50 \f
s14 K}{\fs14 :}{\i \f50 E}{\i \f50 \fs14 u} +{\i \f50 P}{\up006 \f40 \fs14 0}
for some{\i \f50 P}{\up006 \f40 \fs14 0} with{\i \f50 B}{\i \f50 \fs14 K}{\
fs14 :}{\i \f50 P}{\up006 \f40 \fs14 0} = 0. By Lemma 3.2 \par
}
\par
}
\cf0 B \par
}
({\i \f50 A} +{\i \f50 P} ) ={\i \f50 B}{\i\dn006 \f50 \fs14 J}{\dn006 \fs14
:}({\i \f50 B}{\i\dn006 \f50 \fs14 K}{\dn006 \fs14 :}{\i \f50 E}{\i \f50 \fs14
u} +{\i \f50 P}{\i \f50 S}) ={\i \f50 B}{\i \f50 \fs14 J}{\fs14 :}({\i \f50
B}{\i \f50 \fs14 K}{\fs14 :}{\i \f50 E}{\i \f50 \fs14 u} +{\i \f50 P} ){\i
\f50 S} ={\i \f50 B}{\i \f50 \fs14 J}{\fs14 :}{\i \f50 QS} ={\i \f50 RS}{\f40
{\field{\*\fldinst SYMBOL 179 \\f Symbol }}} 0{\i \f50 , }
\fi2430 {\i \f50 B}{\i\dn006 \f50 \fs14 K}{\dn006 \fs14 :}{\i \f50 P} ={\i \f
50 B}{\i\dn006 \f50 \fs14 K}{\fs14 :}{\i \f50 P}{\up006 \f40 \fs14 0}{\i \f50
S} = 0{\i \f50 , }\par
}
\cf0 T \par
}
\cf0 J{\i0 \f20 : }\par
}
\par
}
f63 \u8224\'3f} \par
}
\par
}
we prove (ii). \par
}
t
}
8 \par
}
ffd8ffe000104a46494600010100000100010000ffdb004300010101010101010101010101010101
01010101010101010101010101010101010101010101010101010101010101010101010101010101
010101010101010101ffdb0043010101010101010101010101010101010101010101010101010101
0101010101010101010101010101010101010101010101010101010101010101010101010101ffc0
001108034a025303012200021101031101ffc4001f00000105010101010101000000000000000001
02030405060708090a0bffc400b5100002010303020403050504040000017d010203000411051221
31410613516107227114328191a1082342b1c11552d1f02433627282090a161718191a2526272829
2a3435363738393a434445464748494a535455565758595a636465666768696a737475767778797a
0101010101010101010000000000000102030405060708090a0bffc400b511000201020404030407
05040400010277000102031104052131061241510761711322328108144291a1b1c109233352f015
6272d10a162434e125f11718191a262728292a35363738393a434445464748494a53545556575859
5a636465666768696a737475767778797a82838485868788898a92939495969798999aa2a3a4a5a6
00ffd9
\fs31 \cf0 4 \par
}
\cf0 A refinement of the Karush-John conditions \par
}
Karush-John conditions were originally derived - for single-objective op
timization with in\par}{\phpg\posx1763\pvpg\posy3309\absw9605\absh6306 \sl-288 \f20 \fs21 \cf0 equ
ality constraints only - by Karush [16], and rediscovered by John [15
]. They were
\par}{\phpg\posx1763\pvpg\posy3309\absw9605\absh6306 \sl-289 \f20 \fs21 \cf0 sub
sequently generalized to mixed equality and inequality constraints, and to multi
objective
imization problems; there is a large literature on the subject, which can be acc
essed from
references below.
However, the Karush-John conditions in their most general form pose d
ifculties in ap\par}{\phpg\posx1763\pvpg\posy3309\absw9605\absh6306 \sl-288 \f20 \fs21 \cf0 pli
cations, because the factor in front of the gradient term may be zer
o or very small.
\par}{\phpg\posx1763\pvpg\posy3309\absw9605\absh6306 \sl-288 \f20 \fs21 \cf0 The
refore, most of the local solvers require a constraint qualification,
like that of Man\par}{\phpg\posx1763\pvpg\posy3309\absw9605\absh6306 \sl-288 \f20 \fs21 \cf0 gas
arian & Fromovitz [22] (MFCQ), to be able to reduce the Karush-John
conditions
the much more convenient Kuhn-Tucker conditions [19]. Thorough discuss
ions of such
straint qualifications can be found for single-objective optimization in
Bazaraa et al.
\par}{\phpg\posx1763\pvpg\posy3309\absw9605\absh6306 \sl-288 \f20 \fs21 \cf0 [3]
and Mangasarian [21]. A more recent account is in Bonnans & Shapiro [5, Sect
ion
\par}{\phpg\posx1763\pvpg\posy3309\absw9605\absh6306 \sl-288 \f20 \fs21 \cf0 5.2
]; there one can also find extensions to conic programming, semiinfini
te programming,
infinite-dimensional problems (not considered in the present work). Th
e Karush-John
ditions have been investigated in the case of multiobjective optimization in Mar
usciac
\par}{\phpg\posx1763\pvpg\posy3309\absw9605\absh6306 \sl-289 \f20 \fs21 \cf0 [23
], though the result implicitly contains a constraint qualification. Fu
rther reference can
\par}{\phpg\posx1763\pvpg\posy3309\absw9605\absh6306 \sl-288 \f20 \fs21 \cf0 be
found in Phan & Le [31] and Aghezzaf & Hachimi [1], especially for connectio
ns to
constraint qualifications and, e.g., in Cambini [8] for second order conditions
.
Deterministic global optimization algorithms cannot take this course, s
ince it is not known
\par}{\phpg\posx1763\pvpg\posy3309\absw9605\absh6306 \sl-288 \f20 \fs21 \cf0 bef
orehand whether the global optimum satisfies an assumed constraint qualification
. There\par}{\phpg\posx1763\pvpg\posy3309\absw9605\absh6306 \sl-288 \f20 \fs21 \cf0 for
e, they have to use the Karush-John conditions in their general form (cf., e.g.,
Kearfott
\par}{\phpg\posx1763\pvpg\posy3309\absw9605\absh6306 \sl-288 \f20 \fs21 \cf0 [17
]). Unfortunately, the additional constraints needed involve all multipl
iers and are very
\par}{\phpg\posx1763\pvpg\posy3309\absw9605\absh6306 \sl-288 \f20 \fs21 \cf0 inc
onvenient for the solution process. \par
}
In this section we prove a strong version of the Karush-John conditions for non
linear program\par}{\phpg\posx1763\pvpg\posy10811\absw9535\absh1960 \sl-288 \f20 \fs21 \cf0 mi
ng and multiobjective optimization, and a corresponding relaxation of t
he Mangasarian\par}{\phpg\posx1763\pvpg\posy10811\absw9535\absh1960 \sl-289 \f20 \fs21 \cf0 Fr
omovitz constraint qualification. Apart from the inverse function theorem, our
main tools
\par}{\phpg\posx1763\pvpg\posy10811\absw9535\absh1960 \sl-288 \f20 \fs21 \cf0 ar
e the transposition theorems of the previous section. The treatment is

along the lines of
e special case of a single objective discussed in our unpublished paper [29].
0 We consider concave and nonconcave constraints separately, and introduce slack
variables to
\par}{\phpg\posx1763\pvpg\posy10811\absw9535\absh1960 \sl-288 \f20 \fs21 \cf0 tr
ansform all nonconcave constraints into equations. Thus we may write a general
nonlinear \par
}
9 \par
}
ffd8ffe000104a46494600010100000100010000ffdb004300010101010101010101010101010101
01010101010101010101010101010101010101010101010101010101010101010101010101010101
010101010101010101ffdb0043010101010101010101010101010101010101010101010101010101
0101010101010101010101010101010101010101010101010101010101010101010101010101ffc0
001108034a025303012200021101031101ffc4001f00000105010101010101000000000000000001
02030405060708090a0bffc400b5100002010303020403050504040000017d010203000411051221
31410613516107227114328191a1082342b1c11552d1f02433627282090a161718191a2526272829
2a3435363738393a434445464748494a535455565758595a636465666768696a737475767778797a
0101010101010101010000000000000102030405060708090a0bffc400b511000201020404030407
05040400010277000102031104052131061241510761711322328108144291a1b1c109233352f015
6272d10a162434e125f11718191a262728292a35363738393a434445464748494a53545556575859
5a636465666768696a737475767778797a82838485868788898a92939495969798999aa2a3a4a5a6
00ffd9
1 \cf0 optimization problems without loss of generality in the form

\fi3309 min{\i \f50 f}({\i \f50 x})
3309 s.t.{\i \f50
C}({\i \f50 x}){\f40 {\field{\*\fldinst SYMBOL 179 \\f Sym
bol }}} 0{\i \f50 ,}{\i \f50
F} ({\i \f50 x}) = 0{\i \f50 . }\par
}
24) \par
}
In many applications, the objective function{\i \f50 f} will be a real
-valued function. However, we
\par}{\phpg\posx1763\pvpg\posy3929\absw9629\absh3979 \sl-288 \f20 \fs21 \cf0 all
ow{\i \f50 f} to be vector-valued; in this case, optimality is replaced by Par
eto optimality.
The form (24), which separates the concave constraints (including boun
d constraints and
\par}{\phpg\posx1763\pvpg\posy3929\absw9629\absh3979 \sl-288 \f20 \fs21 \cf0 gen
eral linear constraints) and the remaining nonlinear constraints, is mo
st useful to prove
\par}{\phpg\posx1763\pvpg\posy3929\absw9629\absh3979 \sl-288 \f20 \fs21 \cf0 our
strong form of the Karush-John conditions. However, in computer imple
mentations, a
\par}{\phpg\posx1763\pvpg\posy3929\absw9629\absh3979 \sl-288 \f20 \fs21 \cf0 tra
nsformation to this form is not ideal, and the slack variables should be elimina
ted again
\par}{\phpg\posx1763\pvpg\posy3929\absw9629\absh3979 \sl-288 \f20 \fs21 \cf0 fro
m the optimality conditions.
{\b 4.1}{\b Theorem.}{\b (General}{\b first}{\b order}{\b optimality}
{\b conditions) }
{\i \f10 Let}{\i \f50 f} :{\i \f50 U}{\f40 {\field{\*\fldinst SYMBOL 174 \
\f Symbol }}}{\f10 R}{\i\up006 \f50 \fs14 k}{\i \f10 ,}{\i \f50 C} :{\i \f50
U}{\f40 {\field{\*\fldinst SYMBOL 174 \\f Symbol }}}{\f10 R}{\i\up006 \f50
\fs14 m}{\i \f10 ,}{\i \f10 and}{\i \f50 F} :{\i \f50 U}{\f40 {\field{\*\
fldinst SYMBOL 174 \\f Symbol }}}{\f10 R}{\i\up006 \f50 \fs14 r}{\i \f10 be}{
\i \f10 functions}{\i \f10 continuously}{\i \f10 diferentiable}{\i \f10 on}{
\i \f10 a }
\f10 neighborhood}{\i \f50 U}{\i \f10 of}{\f10 bx}{\i \f50 }{\f40 {\field
{\*\fldinst SYMBOL 206 \\f Symbol }}}{\f10 R}{\i\up006 \f50 \fs14 n}{\i \f10 .
}{\i \f10 If}{\i \f50 C}{\i \f10 is}{\i \f10 convex}{\i \f10 on}{\i \f50
U}{\i \f10 and}{\f10 bx}{\i \f50 }{\i \f10 is}{\i \f10 a}{\i \f10 weakly}
{\i \f10 Pareto}{\i \f10 minimal}{\i \f10 point}{\i \f10 of }
\f10 the}{\i \f10 nonlinear}{\i \f10 program} (24){\i \f10 ,}{\i \f10 then}{
\i \f10 there}{\i \f10 are}{\i \f10 vectors}{\i \f50 w }{\f10 b}{\f40 {\fi
eld{\*\fldinst SYMBOL 179 \\f Symbol }}} 0{\f40 {\field{\*\fldinst SYMBOL 206 \
\f Symbol }}}{\f10 R}{\i\up006 \f50 \fs14 k}{\i \f10 ,}{\i \f50 y}{\f10 b}{\f
40 {\field{\*\fldinst SYMBOL 206 \\f Symbol }}}{\f10 R}{\i\up006 \f50 \fs14 m
}{\i \f10 ,}{\i \f50 z}{\f10 b}{\f40 {\field{\*\fldinst SYMBOL 206 \\f Symbol
}}}{\f10 R}{\i \f10 such}{\i \f10 that }\par
}
f0 r \par
}
\cf0 f x{\up006 \fs14 T)}{\i0 \f20 } w{\i0 \f20 =} C{\i0 \f20 (}x{\i0 \f
20 )} y{\i0 \f10 b}{\i0 \f20 +} F{\i0 \f20 (}x{\i0 \f20 )} z, \par

}
\f10 b}{\f10
b }\par
}
{\phpg\posx5597\pvpg\posy8497\absw1694\absh803 \f20 \fs21 \cf0 \f20 \fs21 \cf0 i
nf({\f10 by}{\i \f50 ,}{\i \f50 C}({\f10 bx}{\i \f50 )}) = 0{\i \f50 , }\par
}
\cf0 F x{\i0 \f20 )}{\i0 \f20 =}{\i0 \f20 0}, \par
}
\f10 b }\par
}
par
}
\f10 \fs21 b }\par
}
cf0 T \par
}
\f10 \fs21 b}{\f10 \fs21
b }\par
}
cf0 T \par
}
cf0 and \par
}
\cf0 Proof.{\i0 \f20
We}{\i0 \f20 begin}{\i0 \f20 by}{\i0 \f20 noting}
{\i0 \f20 that}{\i0 \f20 a}{\i0 \f20 feasible}{\i0 \f20 point}{\i0 \f10
bx} {\i0 \f20 of}{\i0 \f20 (24)}{\i0 \f20 is}{\i0 \f20 also}{\i0 \f20
a}{\i0 \f20 feasible}{\i0 \f20 point}{\i0 \f20 for}{\i0 \f20 the }\par
}
optimization problem \par
}
{\phpg\posx5710\pvpg\posy10830\absw959\absh215 \f20 \fs21 \cf0 \f20 \fs21 \cf0 m
in{\i \f50 f}({\i \f50 x}) \par
}
s21 \cf0 s.t.{\i \f50
Ax}{\f40 {\field{\*\fldinst SYMBOL 179 \\f Symbol }}}{
\i \f50 b }
i4454 {\i \f50 F} ({\i \f50 x}) = 0{\i \f50 , }
0 where{\i \f50 J} is the set of all components{\i \f50 j} for which{\i \f50
C}({\f10 b}{\i\dn006 \f50 \fs14 jx)}{\i \f50 }=
0 and
0 \fi3913 {\f40 \fs14 0}{\f40 \fs14
0 }
i4787 {\i \f50 b} ={\i \f50 C} ({\i \f50 x}{\i\dn006 \f50 \fs14 J)} {\i \f50
x. }
0 For the indices{\i \f50 k} corresponding to the set{\i \f50 N} of in
active constraints, we choose{\i \f50 y}{\i\dn006 \f50 \fs14 N }\par
}
(29) \par
}
{\phpg\posx5284\pvpg\posy9616\absw2395\absh803 \f10 \fs21 \cf0 \f10 \fs21 \cf0 b
{\i \f50 z}b{\i are}{\i not}{\i both}{\i zero}{\i \f50 .o. }\par
}
(25)
(26)
\par}{\phpg\posx10703\pvpg\posy7982\absw506\absh1689 \sl-414 \f20 \fs21 \cf0 (27
)
(28) \par
}
satisfy condition (26). Since{\i \f50 C} is convex, we have{\i \f50 C}({\i \
f50 x}){\f40 {\field{\*\fldinst SYMBOL 179 \\f Symbol }}}{\i \f50 C}({\f10 bx}
{\i \f50 )}+{\i \f50 C}{\up006 \f40 \fs14 0}{\f10 b(x}){\i \f50 (}x{\i \f50 {
\field{\*\fldinst SYMBOL 45 \\f Symbol }}}{\f40 b}{\f10 x}{\i \f50 )}. Restri
cted to \par
}
0 \par
}
\cf0 A{\i0 \f20 =} C{\i0 \f20 (}{\i0 \f10 b}{\dn006 \fs14 J}{\i0\dn006 \f20
\fs14 :x)} {\i0 \f20 , }\par
}
{\f10 \fs21 bb }\par
}
= 0 to \par
}
ffd8ffe000104a46494600010100000100010000ffdb004300010101010101010101010101010101
01010101010101010101010101010101010101010101010101010101010101010101010101010101
010101010101010101ffdb0043010101010101010101010101010101010101010101010101010101
0101010101010101010101010101010101010101010101010101010101010101010101010101ffc0
001108034a025303012200021101031101ffc4001f00000105010101010101000000000000000001
02030405060708090a0bffc400b5100002010303020403050504040000017d010203000411051221
31410613516107227114328191a1082342b1c11552d1f02433627282090a161718191a2526272829
2a3435363738393a434445464748494a535455565758595a636465666768696a737475767778797a
0101010101010101010000000000000102030405060708090a0bffc400b511000201020404030407
05040400010277000102031104052131061241510761711322328108144291a1b1c109233352f015
6272d10a162434e125f11718191a262728292a35363738393a434445464748494a53545556575859
5a636465666768696a737475767778797a82838485868788898a92939495969798999aa2a3a4a5a6
00ffd9
\cf0 problem (29) satisfying \par
}
conditions of problem (29) are again conditions (25)-(27). So we have
successfully reduced
problem to the case where{\i \f50 C} is an afne function and all constraints
are active at{\f10 bx}{\i \f50 . }
Thus, in the following, we consider a weakly Pareto minimal point{\f1
0 bx}{\i \f50 } of the optimization
\fi4285 {\i \f50 A}{\f10 bx}{\i \f50 } ={\i \f50 b. }
If rk{\i \f50 F}{\up006 \f40 \fs14 0}{\f10 b(x}){\i \f50 }<{\i \f50 }{\i
\f50 r} then{\i \f50 z}{\i\up006 \f50 \fs14 T}{\i \f50 F}{\up006 \f40 \fs14
0}{\f10 b(x}){\i \f50 }=
0 has a solution{\i \f50 z}{\f40 6}= 0,
and we can solve (25)-(28) with
\f50 y}{\f10 b} = 0,{\i \f50 w }{\f10 b} = 0. Hence we may assume that rk{\i
\f50 F}{\up006 \f40 \fs14 0}{\f10 b(x}){\i \f50 }= {\i \f50 r}. This all
ows us to select a set{\i \f50 R} of{\i \f50 r }
3174 {\fs14 :}{\i \f50 \fs14 R} is nonsingular. Let{\i \f50 B} be the (0{\i
\f50 ,} 1)-matrix such that{\i \f50 Bs} is
vector obtained from{\i \f50 s}{\f40 {\field{\*\fldinst SYMBOL 206 \\f Symbol
}}}{\f10 R}{\i\up006 \f50 \fs14 n} by discarding the entries indexed by{\i \
f50 R}. Then the function \par
}
30) \par
}
olumn indices such that{\i \f50 F}{\up006 \f40 \fs14 0}{\f10 b(x}) \par
}
\field{\*\fldinst SYMBOL 70 \\f Symbol }} :{\i \f50 C}{\f40 {\field{\*\fldins
t SYMBOL 174 \\f Symbol }}}{\f10 R}{\i\up006 \f50 \fs14 n} defined by \par
}
21 \cf0 {\field{\*\fldinst SYMBOL 70 \\f Symbol }}({\i \f50 x}) :=
has at{\i \f50 x} ={\f10 bx}{\i \f50 } a nonsingular derivative \par
}
ar
}
\fs21 \cf0 F{\i0 \f20 (}x{\i0 \f20 ) }
\par}{\phpg\posx6405\pvpg\posy7209\absw937\absh661 \sl-325 \i \f50 \fs21 \cf0 Bx
{\i0 \f40 {\field{\*\fldinst SYMBOL 45 \\f Symbol }}} Bx \par
}
\par
}
ar
}
f0 . \par
}
ar
}
the rows{\i \f50 J} we get{\i \f50 C}({\i \f50 x}{\i\dn006 \f50 \fs14 J)} {
\f40
{\field{\*\fldinst SYMBOL 179 \\f Symbol }}}{\i \f50 C}{\up006 \f40 \fs
14 0}{\f10 b}{\i\dn006 \f50 \fs14 J}{\dn006 \fs14 :(x)} {\i \f50 (}x {\fi
eld{\*\fldinst SYMBOL 45 \\f Symbol }}{\i \f50 b}{\f40 x}{\f10 )}{\i \f50 .} T
his fact implies that problem (24) is a relaxation
problem (29) on a neighborhood{\i \f50 U} of{\f10 bx}{\i \f50 .} Note
that since{\i \f50 C} is continuous we know that
\f50 C} ({\i \f50 x}{\i\dn006 \f50 \fs14 j)} {\i \f50
>} 0 for{\i \f50
k}{\f40 {\field{\*\fldinst SYMBOL 206 \\f Symbol }}}{\i \f50 N} in a neigh
borhood of{\f10 bx}{\i \f50 } for all constraints with{\i \f50 C}({\f10
b}{\i\dn006 \f50 \fs14 jx)}{\i \f50 }>{\i \f50
} 0. Since, by
\par}{\phpg\posx1763\pvpg\posy2546\absw9530\absh1606 \sl-253 \f20 \fs21 \cf0 ass
umption,{\f10 bx}{\i \f50 } is weakly Pareto minimal for a relaxation of (29)
and a feasible point of (29), \par
}
t is weakly Pareto minimal (29) as well. Together with the choice{\i \f50 y}{\
i\dn006 \f50 \fs14 N} = \par
}
the Karush-John \par
}
field{\*\fldinst SYMBOL 70 \\f Symbol }}{\up006 \f40 \fs14 0}{\i \f50 x}) = \p
ar
}
\f10 b }\par
}
ontinuously diferentiable inverse function {\field{\*\fldinst SYMBOL 70 \\f
Symbol }}{\up006 \f40 \fs14 {\field{\*\fldinst SYMBOL 45 \\f Symbol }}}{\up006 \

fs14 1 }
{\i \f50 F}{\up006 \f40 \fs14 0}{\i \f50 x}){\i \f50 p} = 0. Indeed, the func
tion defined by \par
}
urved search path with tangent vector{\i \f50 p}{\f40 {\field{\*\fldinst SYMBO
L 206 \\f Symbol }}}{\f10 R}{\i\up006 \f50 \fs14 n} tangent to the nonlinear c
onstraints satisfying \par
}
{\f10 b }\par
}
{\phpg\posx1763\pvpg\posy9232\absw9350\absh803 \f20 \fs21 \cf0 \f20 \fs21 \cf0 H
ence, by the inverse function theorem, {\field{\*\fldinst SYMBOL 70 \\f Sy
mbol }} defines in a neighborhood of 0 = {\field{\*\fldinst SYMBOL 70 \\f
Symbol }}({\f10 bx}{\i \f50 )} a unique \par
}
ith {\field{\*\fldinst SYMBOL 70 \\f Symbol }}{\up006 \f40 \fs14 {\field{\*\fl
dinst SYMBOL 45 \\f Symbol }}}{\up006 \fs14 1}(0) ={\f10 bx}{\i \f50 .} Using
{\field{\*\fldinst SYMBOL 70 \\f Symbol }} we can define a \par
}
\cf0 0
\f50 {\field{\*\fldinst SYMBOL 97 \\f Symbol }}Bp }\par
}
par
}
ar
}
cf0 F x{\i0 \f20 ) }
i182 B \par
}
\f10 b }\par
}
par
}
\cf0 s {\field{\*\fldinst SYMBOL 97 \\f Symbol }}{\i0 \f20 )}{\i0 \f20 :=}{\
i0 \f20 {\field{\*\fldinst SYMBOL 70 \\f Symbol }} }
\fi110 {\fs14 p}{\i0 \f20 ( }\par
}
}
par
}
for sufciently small{\i \f50 {\field{\*\fldinst SYMBOL 97 \\f Symbol }}}{\f40
{\field{\*\fldinst SYMBOL 179 \\f Symbol }}} 0, is continuously diferentiable, w

ith \par
}
\cf0 s{\i0 \f20 (0)}{\i0 \f20 =}{\i0 \f20 {\field{\*\fldinst SYMBOL 70 \\f
Symbol }}}{\i0 \f20
(0)}{\i0 \f40 {\field{\*\fldinst SYMBOL 45 \\f Symbol }
}} x{\i0 \f20 =}{\i0 \f20 0}, \par
}
\cf0 p \par
}
21 \cf0 b
\cf0 {\i \f50 s}{\i\dn006 \f50 \fs14 p}{\f20 (0)}{\f20 =}{\f20 0}{\i \f50 ,
}\par
}
}
par
}
\cf0 F x{\i0 \f20 +} s{\dn006 \fs14 p}{\i0 \f20 (}{\field{\*\fldinst SYMBOL
97 \\f Symbol }}{\i0 \f20 )) }
\fi298 Bs{\dn006 \fs14 p}{\i0 \f20 (}{\field{\*\fldinst SYMBOL 97 \\f Symbol }}
{\i0 \f20 ) }\par
}
{\f10 b }\par
}
par
}
{\field{\*\fldinst SYMBOL 70 \\f Symbol }}
{\field{\*\fldinst SYMBOL 70 \\f
Symbol }} \par
}
par
}
}
par
}
\field{\*\fldinst SYMBOL 45 \\f Symbol }}{\i \f50 x }
}{\phpg\posx7344\pvpg\posy10764\absw410\absh803 \f40 \fs21 \cf0 \fi0 {\f10 b }\p
ar
}
{\phpg\posx1763\pvpg\posy12730\absw663\absh215 \f20 \fs21 \cf0 \f20 \fs21 \cf0 h
ence \par
}
\par
}

\cf0 {\field{\*\fldinst SYMBOL 97 \\f Symbol }}Bp \par
}
ar
}
\par
}
par
}
\cf0 0
\f50 {\field{\*\fldinst SYMBOL 97 \\f Symbol }}Bp }\par
}
\par
}
\cf0 , \par
}
\cf0 F x{\i0 \f20 +} s{\dn006 \fs14 p}{\i0 \f20 (}{\field{\*\fldinst SYMBOL
97 \\f Symbol }}{\i0 \f20 ))}{\i0 \f20 =}{\i0 \f20 0}, \par
}
{\f10 b }\par
}
\cf0 Bs{\dn006 \fs14 p}{\i0 \f20 (}{\field{\*\fldinst SYMBOL 97 \\f Symbol }}{
\i0 \f20 )}{\i0 \f20 =} {\field{\*\fldinst SYMBOL 97 \\f Symbol }}Bp. \par
}
(31) \par
}
1 \par
}
ffd8ffe000104a46494600010100000100010000ffdb004300010101010101010101010101010101
01010101010101010101010101010101010101010101010101010101010101010101010101010101
010101010101010101ffdb0043010101010101010101010101010101010101010101010101010101
0101010101010101010101010101010101010101010101010101010101010101010101010101ffc0
001108034a025303012200021101031101ffc4001f00000105010101010101000000000000000001
02030405060708090a0bffc400b5100002010303020403050504040000017d010203000411051221
31410613516107227114328191a1082342b1c11552d1f02433627282090a161718191a2526272829
2a3435363738393a434445464748494a535455565758595a636465666768696a737475767778797a
0101010101010101010000000000000102030405060708090a0bffc400b511000201020404030407
05040400010277000102031104052131061241510761711322328108144291a1b1c109233352f015
6272d10a162434e125f11718191a262728292a35363738393a434445464748494a53545556575859
5a636465666768696a737475767778797a82838485868788898a92939495969798999aa2a3a4a5a6
00ffd9
\cf0 Diferentiation of (31) at{\i \f50 {\field{\*\fldinst SYMBOL 97 \\f Symbol
}}} = 0 yields \par
}
ar
}
cf0 F{\i0\up006 \f40 \fs14 0} x{\i0 \f20 ) }
i182 B \par
}
\f10 b }\par
}
ar
}
\cf0 F{\i0\up006 \f40 \fs14 0} x{\i0 \f20 )}s{\f63 \u729\'3f}{\i0 \f20 }{\i0 \
f20 (0) }
fi182 Bs{\dn006 \fs14 p{\f63 \u729\'3f}}{\i0 \f20 }{\i0 \f20 (0) }\par
}
cf0 p \par
}
\f10 b }\par
}
cf0 s{\f63 \u729\'3f}{\i0 \f20 }{\i0 \f20 (0)}{\i0 \f20 = }\par
}
cf0 p \par
}

ar
}
hence{\i \f50 s}{\i\dn006 \f50 \fs14 p{\f63 \u729\'3f}} (0) ={\i \f50 p}, i.
e.,{\i \f50 p} is indeed a tangent vector to{\f10 bx}{\i \f50 } +{\i \f50 s}
{\i\dn006 \f50 \fs14 p}({\i \f50 {\field{\*\fldinst SYMBOL 97 \\f Symbol }}}) a
t{\i \f50 {\field{\*\fldinst SYMBOL 97 \\f Symbol }}} = 0.
Since{\f10 bx}{\i \f50 } is weakly Pareto minimal, we know that there
exists a neighborhood{\i \f50 V} of{\f10 bx}{\i \f50 } in the
\par}{\phpg\posx1763\pvpg\posy3828\absw9448\absh2283 \sl-288 \f20 \fs21 \cf0 set
of feasible points containing no{\i \f50 y} with{\i \f50 f}({\f10 bx}{\
i \f50 )} {\i \f50 >}{\i \f50 f}({\i \f50 y}). Thus, for every{\i \f50 y}{
\f40 {\field{\*\fldinst SYMBOL 206 \\f Symbol }}}{\i \f50 V} there exists
\par}{\phpg\posx1763\pvpg\posy3828\absw9448\absh2283 \sl-324 \f20 \fs21 \cf0 an
index{\i \f50 j} with{\i \f50 f}{\i\dn006 \f50 \fs14 j}({\f10 bx}{\i \f50 )
} {\f40 {\field{\*\fldinst SYMBOL 163 \\f Symbol }}}{\i \f50 f}{\i\dn006 \f50
\fs14 j}({\i \f50 y}). Taking an arbitrary curved path{\i \f50 {\field{
\*\fldinst SYMBOL 103 \\f Symbol }}} in the feasible set with
\f50 {\field{\*\fldinst SYMBOL 103 \\f Symbol }}}(0) ={\i \f50 x }{\f10 b}
we conclude that there is an index{\i \f50 j} with{\i \f50 f}{\i\dn0
06 \f50 \fs14 j}{\up006 \f40 \fs14 0}({\f10 bx}{\i \f50 )}{\field{\*\fldinst SY
MBOL 103 \\f Symbol }}{\i \f50 {\f63 \u729\'3f}}( 0){\f40 {\field{\*\fldinst S
YMBOL 179 \\f Symbol }}} 0.
Hence, there is no
\par}{\phpg\posx1763\pvpg\posy3828\absw9448\absh2283 \sl-229 \f20 \fs21 \cf0 dir
ection{\i \f50 p} along such a curved search path, for which{\i \f50 f}{\up006
\f40 \fs14 0}{\f10 b}{\i\up006 \f50 \fs14 T(x)} {\i \f50 .}p{\i \f50 }{\
i \f50 <} 0. \par
}
Now we consider a direction{\i \f50 p}{\f40 {\field{\*\fldinst SYMBOL 206 \\f
Symbol }}}{\f10 R}{\i\up006 \f50 \fs14 n} such that
\fi4284 {\i \f50 Ap}{\i \f50 >} 0{\i \f50 , }
\fi4094 {\i \f50 F}{\up006 \f40 \fs14 0}{\i \f50 x}){\i \f50 p} = 0{\i \f50 .
}\par
}
32)
(33) \par
}
ar
}
\par
}
ar
}
cf0 0
f50 Bp }\par
}
ar
}
\par
}
ar
}
cf0 F{\i0\up006 \f40 \fs14 0} x{\i0 \f20 ) }
i182 B \par
}
\f10 b }\par
}
ar
}
cf0 p, \par
}
(In contrast to the purely concave case, we need the strict inequality in (32) t
o take care of
\par}{\phpg\posx1763\pvpg\posy7345\absw9498\absh1067 \sl-288 \f20 \fs21 \cf0 cur
vature terms.) Since{\i \f50 A}{\f10 bx}{\i \f50 }{\f40 {\field{\*\fldinst S
YMBOL 179 \\f Symbol }}}{\i \f50 b} and (32) imply
\fi1451 {\i \f50 A}{\i \f50 x} +{\i \f50 s}{\i\dn006 \f50 \fs14 p}({\i \f50
{\field{\*\fldinst SYMBOL 97 \\f Symbol }}})) ={\i \f50 A}({\i \f50 x} +{\i \f5
0 {\field{\*\fldinst SYMBOL 97 \\f Symbol }}}{\i \f50 s{\f63 \u729\'3f}} (0)
+{\i \f50 o}({\i \f50 {\field{\*\fldinst SYMBOL 97 \\f Symbol }}})) ={\i \f50
A}{\i \f50 x} +{\i \f50 {\field{\*\fldinst SYMBOL 97 \\f Symbol }}}({\i \f50 Ap
} +{\i \f50 o}(1)){\f40 {\field{\*\fldinst SYMBOL 179 \\f Symbol }}}{\i \f50
b }\par
}
\f10 b }\par
}
\par
}
cf0 p \par
}
\par
}
\f10 b }\par
}
Thus,{\i \f50 s}{\i\dn006 \f50 \fs14 p} is a curved search path in the
feasible set, and we conclude from the discussion
\par}{\phpg\posx1763\pvpg\posy9100\absw9498\absh1058 \sl-253 \f20 \fs21 \cf0 abo
ve that there is no such{\i \f50 p} with{\i \f50 f}{\up006 \f40 \fs14 0}{\f10
b}{\i\up006 \f50 \fs14 T(x)} {\i \f50 p} {\i \f50 >}{\i \f50 } 0. Thus,
the equations (32), (33), and \par
}

\cf0 f x{\up006 \fs14 T)}{\i0 \f20 } p <{\i0 \f20 0}, \par
}
34) \par
}
are inconsistent. \par
}
\f20 \fs21 (}{\f10 \fs21 b }\par
}
{\phpg\posx1763\pvpg\posy8605\absw9252\absh803 \f20 \fs21 \cf0 \f20 \fs21 \cf0 f
or sufciently small{\i \f50 {\field{\*\fldinst SYMBOL 97 \\f Symbol }}}{\f40 {
\field{\*\fldinst SYMBOL 179 \\f Symbol }}} 0, (31) implies feasibility of the p
oints{\f10 bx}{\i \f50 } +{\i \f50 s}{\i\dn006 \f50 \fs14 p}({\i \f50 {\fiel
d{\*\fldinst SYMBOL 97 \\f Symbol }}}) for small{\i \f50 {\field{\*\fldinst SYM
BOL 97 \\f Symbol }}}{\f40 {\field{\*\fldinst SYMBOL 179 \\f Symbol }}} 0. \par
}
Therefore, the transposition theorem 3.4 applies with \par
}
{\f63 \u63723\'3f}
63 \u63724\'3f}
63 \u63725\'3f} \par
}
\field{\*\fldinst SYMBOL 45 \\f Symbol }}{\i \f50 f}{\up006 \fs14 0}{\i \f50 x
({\f63 \u710\'3f}}{\f20 ) }
61 {\i \f50 A }
1 {\i \f50 F}{\up006 \fs14 0}{\i \f50 x}{\f20 ) }\par
}
{\f63 \u63734\'3f}
63 \u63735\'3f} \par
}
\cf0 w \par
}
and shows the solvability of \par
}
{\f10 b }\par
}
\f63 \u63736\'3f}{\i \f50 , }\par
}
{\f63 \u63723\'3f}
63 \u63724\'3f} \par
}
{\f63 \u63725\'3f}{\i \f50 y} {\f63 \u63736\'3f}{\f20

in}{\f20 place}{\
f20 of}{\i \f50 B,}{\i \f50 q, }\par
}
\cf0 z \par
}
{\f63 \u63734\'3f}
63 \u63735\'3f} \par
}
{\field{\*\fldinst SYMBOL 45 \\f Symbol }}{\i \f50 f}{\f20 (}{\f10 bx}{\i \f50
T}{\i\up006 \f50 \fs14 )}{\f20 }{\i \f50 w}{\f20 +}{\i \f50 A}{\i \f50
y}{\f20 +}{\i \f50 F}{\f20 (}{\i \f50 x}{\f20 )}{\i \f50 z}{\f20 =}{\f20
0}{\i \f50 , }\par
}
2 \par
}
\par
}
\cf0 T \par
}
{\f10 \fs21 b }\par
}
\cf0 T \par
}
\cf0 w{\i0 \f40 {\field{\*\fldinst SYMBOL 179 \\f Symbol }}}{\i0 \f20 0}, \par
}
\cf0 y{\i0 \f40 {\field{\*\fldinst SYMBOL 179 \\f Symbol }}}{\i0 \f20 0}, \par
}
\par
}
\cf0 w
fi25 y \par
}
{\f20 =}{\f20 0}{\i \f50 . }\par
}
ffd8ffe000104a46494600010100000100010000ffdb004300010101010101010101010101010101
01010101010101010101010101010101010101010101010101010101010101010101010101010101
010101010101010101ffdb0043010101010101010101010101010101010101010101010101010101
0101010101010101010101010101010101010101010101010101010101010101010101010101ffc0
001108034a025303012200021101031101ffc4001f00000105010101010101000000000000000001
02030405060708090a0bffc400b5100002010303020403050504040000017d010203000411051221
31410613516107227114328191a1082342b1c11552d1f02433627282090a161718191a2526272829
2a3435363738393a434445464748494a535455565758595a636465666768696a737475767778797a
0101010101010101010000000000000102030405060708090a0bffc400b511000201020404030407
05040400010277000102031104052131061241510761711322328108144291a1b1c109233352f015
6272d10a162434e125f11718191a262728292a35363738393a434445464748494a53545556575859
5a636465666768696a737475767778797a82838485868788898a92939495969798999aa2a3a4a5a6
00ffd9
\cf0 is feasible, we find (25)-(27).
Because of (28), it now sufces to discuss the case where{\i \f50 w} = 0 and{\i
\f50 z} = 0, and therefore \par
}
50 \fs21 \cf0 A{\up006 \fs14 T}y{\i0 \f20 =}{\i0 \f20 0},
y{\i0 \f20 =}{\
i0 \f20 0}.6
\par}{\phpg\posx1763\pvpg\posy4033\absw7314\absh2000 \sl-261 \par\par\i \f50 \fs
21 \cf0 x{\up006 \fs14 T}A{\up006 \fs14 T}y{\i0 \f40 {\field{\*\fldinst SYMBO
L 45 \\f Symbol }}} b{\up006 \fs14 T}y{\i0 \f20 =}{\i0 \f20 0,}{\i0 \f20 and
}{\i0 \f20 since} y{\i0 \f40 {\field{\*\fldinst SYMBOL 179 \\f Symbol }}}{\i0
\f20 0,} Ax{\i0 \f40 {\field{\*\fldinst SYMBOL 45 \\f Symbol }}} b{\i0 \f40 {
\field{\*\fldinst SYMBOL 179 \\f Symbol }}}{\i0 \f20 0,}{\i0 \f20 we}{\i0 \f20
see}{\i0 \f20 that}{\i0 \f20 the}{\i0 \f20 set }
cf0 \fi2040 K{\i0 \f20 :=}{\i0 \f40 \{}i{\i0 \f40 |}{\i0 \f20 (}Ax{\dn006 \
fs14 i)}{\i0 \f20 }{\i0 \f20 =} b{\dn006 \fs14 i}{\i0 \f20 for}{\i0 \f20
all} x{\i0 \f40 {\field{\*\fldinst SYMBOL 206 \\f Symbol }}} V{\i0 \f20 wit
h} Ax{\i0 \f40 {\field{\*\fldinst SYMBOL 45 \\f Symbol }}} b{\i0 \f40 {\field{
\*\fldinst SYMBOL 179 \\f Symbol }}}{\i0 \f20 0}{\i0 \f40 \} }
cf0 {\i0 \f20 contains}{\i0 \f20 all}{\i0 \f20 indices} i{\i0 \f20 with} y{\d
n006 \fs14 i}{\i0 \f40 6}{\i0 \f20 =}{\i0 \f20 0}{\i0 \f20 and}{\i0 \f20 he
nce}{\i0 \f20 is}{\i0 \f20 nonempty. }\par
}

f we put{\i \f50 z}{\f10 b} ={\i \f50 z}, let{\i \f50 y}{\f10 b} be the vecto
r with{\i \f50 y}{\i\dn006 \f50 \fs14 Jb}{\f10 } ={\i \f50 y} and zero ent
ries elsewhere, and note that{\i \f50 x }\par
}
\par
}
35) \par
}
n this case,{\i \f50 b}{\i\up006 \f50 \fs14 T}{\i \f50 y} = ({\i \f50 A}{\f10
b}{\i\up006 \f50 \fs14 Tx)}{\i \f50 }y{\i \f50 } ={\f10 b}{\i\up006 \f50 \
fs14 Tx}{\i \f50 }{\i \f50 A}{\i\up006 \f50 \fs14 T}{\i \f50 y} = 0. Theref
ore any point{\i \f50 x}{\f40 {\field{\*\fldinst SYMBOL 206 \\f Symbol }}}{\i
\f50 U} satisfies ({\i \f50 Ax}{\f40 {\field{\*\fldinst SYMBOL 45 \\f Symbol
}}}{\i \f50 b}){\i \f50 y} = \par
}
36) \par
}
\cf0 T \par
}
{\phpg\posx1763\pvpg\posy6337\absw9458\absh995 \f20 \fs21 \cf0 \f20 \fs21 \cf0 S
ince{\i \f50 V} is nonempty, the system{\i \f50 A}{\i\dn006 \f50 \fs14 K}{\d
n006 \fs14 :}{\i \f50 x} ={\i \f50 b}{\i\dn006 \f50 \fs14 K} is consistent, an
d hence equivalent to{\i \f50 A}{\i \f50 \fs14 L}{\fs14 :}{\i \f50 x} ={\i \f5
0 b}{\i \f50 \fs14 L},
\par}{\phpg\posx1763\pvpg\posy6337\absw9458\absh995 \sl-253 \f20 \fs21 \cf0 wher
e{\i \f50 L} is a maximal subset of{\i \f50 K} such that the rows
of{\i \f50 A} indexed by{\i \f50 L} are linearly
\par}{\phpg\posx1763\pvpg\posy6337\absw9458\absh995 \sl-288 \f20 \fs21 \cf0 inde
pendent. If{\i \f50 M} denotes the set of indices complementary to{\i
\f50 K}, we can describe the
\par}{\phpg\posx1763\pvpg\posy6337\absw9458\absh995 \sl-288 \f20 \fs21 \cf0 feas
ible set equivalently by the constraints \par
}
cf0 A \par
}
cf0 M{\i0 \f20 : }\par
}
cf0 x{\i0 \f40 {\field{\*\fldinst SYMBOL 179 \\f Symbol }}} b{\dn006 \fs14 M},
\par
}
ar
}
cf0 A{\dn006 \fs14 L}{\i0\dn006 \f20 \fs14 :}x{\i0 \f40 {\field{\*\fldinst SYM
BOL 45 \\f Symbol }}} b{\dn006 \fs14 L }
i249 F{\i0 \f20 (}x{\i0 \f20 ) }\par
}
ar
}
0{\i \f50 . }\par
}
his modified description of the feasible set has no equality constrain
ts implicit in the in- \par
}
{\phpg\posx1763\pvpg\posy8731\absw1311\absh248 \f20 \fs21 \cf0 \f20 \fs21 \cf0 e
quality{\i \f50 A}{\i\dn006 \f50 \fs14 M}{\dn006 \fs14 : }\par
}
onstraints, we find as before vectors{\i \f50 w}{\f40 {\field{\*\fldinst SYMBO
L 179 \\f Symbol }}} 0,{\i \f50 y}{\f63 \u732\'3f} \par
}
\cf0 x{\i0 \f40 {\field{\*\fldinst SYMBOL 179 \\f Symbol }}} b{\dn006 \fs14 M
}{\i0 \f20 .}{\i0 \f20
For}{\i0 \f20 a}{\i0 \f20 solution}{\i0 \f10 bx}
{\i0 \f20 of}{\i0 \f20 the}{\i0 \f20 equivalent}{\i0 \f20 optimization}
{\i0 \f20 problem}{\i0 \f20 with}{\i0 \f20 these }\par
}
cf0 M{\i0 \f20 \fs21 and }\par
}
\par
}
cf0 y{\dn006 \fs14 L{\f63 \u732\'3f} }
i60 z \par
}
{\phpg\posx7877\pvpg\posy9145\absw978\absh215 \f20 \fs21 \cf0 \f20 \fs21 \cf0 su
ch that \par
}
\cf0 f x{\up006 \fs14 T)}{\i0 \f20 } w{\i0 \f20 =} A \par
}
\f10 b }\par
}
par
}
cf0 T \par
}
\cf0 M{\i0 \f20 : }\par
}
cf0 y{\dn006 \fs14 M{\f63 \u732\'3f}}{\i0 \f20 }{\i0 \f20
+ }\par
}
ar
}
\fs21 \cf0 A{\fs14 L}{\i0\dn006 \f20 \fs14 : }
\par}{\phpg\posx6839\pvpg\posy9829\absw612\absh535 \sl-289 \i \f50 \fs21 \cf0 F{
\i0\dn006 \f40 \fs14 0} x{\i0 \f20 ) }\par
}
1 \cf0 inf({\f63 \u732\'3f}{\i \f50
,}{\i \f50 A }
{\i \f50 F} ({\i \f50 x}) = 0{\i \f50 , }\par
}
\cf0 M \par
}
\cf0 w, \par
}
\par
}
\cf0 y{\dn006 \fs14 L{\f63 \u732\'3f} }
fi60 z \par
}
\cf0 y \par
}
\cf0 M{\i0 \f10 \fs21 b: }\par
}
\cf0 x{\i0 \f40 {\field{\*\fldinst SYMBOL 45 \\f Symbol }}} b{\dn006 \fs14 M}
{\i0 \f20 )}{\i0 \f20 =}{\i0 \f20 0}, \par
}
{\f10 b }\par
}
{\phpg\posx7394\pvpg\posy9648\absw899\absh803 \f10 \fs21 \cf0 \f10 \fs21 \cf0 {\i
\dn006 \f50 \fs14 T}
\par
}
cf0 y{\dn006 \fs14 L{\f63 \u732\'3f} }
i60 z \par
}
f0 , \par
}
(37)
(38)
\par}{\phpg\posx10703\pvpg\posy9991\absw506\absh1636 \sl-404 \f20 \fs21 \cf0 (39
)
(40) \par
}
are not both zero{\i \f50 . }\par
}
\cf0 A{\dn006 \fs14 K}{\i0 \f10 b:x}{\i0\dn006 \f20 \fs14 }{\field{\*\fldins
t SYMBOL 45 \\f Symbol }}{\i0 \f40 } b{\dn006 \fs14 K}{\i0 \f20 =}{\i0 \f20
0}, \par
}
\cf0 y{\i0 \f20 {\f63 \u732\'3f} }
fi114 {\fs14 K}{\i0 \f40 \fs14 \\}{\fs14 L }\par
}
the rows of{\i \f50 A}{\i\dn006 \f50 \fs14 L}{\dn006 \fs14 : }\par
}
indices{\i \f50 i} with{\i \f50 y}{\i\dn006 \f50 \fs14 i{\f63 \u732\'3f}} {\f4
0 6}= 0 lie in{\i \f50 K}; hence{\i \f50 y}{\i\dn006 \f50 \fs14 M} ={\f63 \
u732\'3f} \par
}
Clearly, this yields vectors{\i \f50 w} ={\i \f50 w},{\i \f50 y}{\f10
b} ={\i \f50 y}{\f63 \u732\'3f} and{\i \f50 z}{\f10 b} ={\i \f50 z} s
atisfying (25) and (26), but now
\cf0 have{\i \f50 w} and{\i \f50 z} are not both zero.
0 \fi4562 23 \par
}
= 0. The exceptional situation{\i \f50 w} = 0,{\i \f50 z} = 0 can no longer o
ccur. Indeed, as before, all \par
}
0 and (37) gives{\i \f50 A}{\i\dn006 \f50 \fs14 L}{\dn006 \fs14 :T}{\i\up006 \
f50 \fs14 y}{\i \f50 L}{\i \f50 \fs14 {\f63 \u732\'3f}}
= 0. Since, by cons
truction, \par
}
are linearly independent, this implies{\i \f50 y}{\i\dn006 \f50 \fs14 L{\f63 \u
732\'3f}}
= 0, contradicting (40). Hence, we \par
}
\par
}
ffd8ffe000104a46494600010100000100010000ffdb004300010101010101010101010101010101
01010101010101010101010101010101010101010101010101010101010101010101010101010101
010101010101010101ffdb0043010101010101010101010101010101010101010101010101010101
0101010101010101010101010101010101010101010101010101010101010101010101010101ffc0
001108034a025303012200021101031101ffc4001f00000105010101010101000000000000000001
02030405060708090a0bffc400b5100002010303020403050504040000017d010203000411051221
31410613516107227114328191a1082342b1c11552d1f02433627282090a161718191a2526272829
2a3435363738393a434445464748494a535455565758595a636465666768696a737475767778797a
0101010101010101010000000000000102030405060708090a0bffc400b511000201020404030407
05040400010277000102031104052131061241510761711322328108144291a1b1c109233352f015
6272d10a162434e125f11718191a262728292a35363738393a434445464748494a53545556575859
5a636465666768696a737475767778797a82838485868788898a92939495969798999aa2a3a4a5a6
00ffd9
\cf0 Lemma of Farkas 3.1 we conclude the existence of a vector{\i \f50 q}{\f40
{\field{\*\fldinst SYMBOL 179 \\f Symbol }}} 0 with{\i \f50 A}{\i\up006 \f50
\fs14 T}{\i \f50 q} ={\i \f50 A}{\i \f50 \fs14 K}{\fs14 :T}{\i\up006 \f50 \fs
14 y}{\i \f50 K}{\i \f50 \fs14 {\f63 \u732\'3f}}
={\i \f50 A}{\i \f50 \fs
14 L}{\fs14 :T}{\i\up006 \f50 \fs14 y}{\i \f50 L}{\i \f50 \fs14 {\f63 \u732\'3
f}} . \par
}
{\phpg\posx1763\pvpg\posy3733\absw3683\absh268 \f20 \fs21 \cf0 \f20 \fs21 \cf0 S
etting{\i \f50 y}{\i\dn006 \f50 \fs14 M} ={\i \f50 y}{\i\dn006 \f50 \fs14 M{\
f63 \u732\'3f}}
+{\i \f50 q}{\i\dn006 \f50 \fs14 M} and{\i \f50 y}{\i\dn0
06 \f50 \fs14 K} ={\i \f50 q}{\i\dn006 \f50 \fs14 K }\par
}
ompletes the proof. \par
}
}
definition (36) of{\i \f50 K} we know that the two relations{\i \f50 A
p}{\f40 {\field{\*\fldinst SYMBOL 179 \\f Symbol }}} 0 and{\i \f50 A}{\i\dn00
6 \f50 \fs14 K}{\dn006 \fs14 :}{\i \f50 p}{\f40 6}= 0 are inconsistent
(set{\i \f50 x} ={\f10 bx}{\i \f50 +} p{\i \f50 )}. In particular, the relat
ions{\i \f50 Ap}{\f40 {\field{\*\fldinst SYMBOL 179 \\f Symbol }}} 0 and{\i \f
50 y}{\i\dn006 \f50 \fs14 KT{\f63 \u732\'3f}}{\i\up006 \f50 \fs14 }A{\i \f50
}{\i \f50 \fs14 K}{\fs14 :}{\i \f50 p}{\i \f50 <} 0 are inconsistent. By the
\par
}
t remains to show that we can choose{\i \f50 y}{\f40 {\field{\*\fldin
st SYMBOL 179 \\f Symbol }}} 0 with{\i \f50 A}{\i\up006 \f50 \fs14 T}{\i \f
50 y} ={\i \f50 A}{\i\up006 \f50 \fs14 T }\par
}
cf0 M{\i0 \f20 : }\par

}
cf0 y{\dn006 \fs14 M{\f63 \u732\'3f} }\par
}
{\i \f50 A}{\i\dn006 \f50 \fs14 L}{\dn006 \fs14 :T}{\i\up006 \f50 \fs14 y}{\i
\f50 L}{\i \f50 \fs14 {\f63 \u732\'3f}} .
From the \par
}
In contrast to our version of the Karush-John condition, the standard Karush-Joh
n condition
\par}{\phpg\posx1763\pvpg\posy4511\absw9664\absh2358 \sl-288 \f20 \fs21 \cf0 ass
erts under our assumptions only that{\i \f50 w}{\f10 b},{\i \f50 y}{\f10 b}, a
nd{\i \f50 z}{\f10 b} are not simultaneously zero. Thus the
\par}{\phpg\posx1763\pvpg\posy4511\absw9664\absh2358 \sl-288 \f20 \fs21 \cf0 pre
sent version gives more information in case that{\i \f50 w }{\f10 b} =
0. Therefore, weaker constraint
\par}{\phpg\posx1763\pvpg\posy4511\absw9664\absh2358 \sl-288 \f20 \fs21 \cf0 qua
lifications are needed to ensure that{\i \f50 w }{\f10 b}{\f40 6}= 0. In tha
t case, the multipliers in equation (25)
\par}{\phpg\posx1763\pvpg\posy4511\absw9664\absh2358 \sl-288 \f20 \fs21 \cf0 can
be rescaled so that{\f40 k}{\f10 bw}{\i \f50 k}{\f40 } = 1. However, from a
numerical perspective, it may be better to
\par}{\phpg\posx1763\pvpg\posy4511\absw9664\absh2358 \sl-289 \f20 \fs21 \cf0 kee
p the homogeneous formulations, since a tiny{\i \f50 w} in a well-scaled multip
lier vector implies
\par}{\phpg\posx1763\pvpg\posy4511\absw9664\absh2358 \sl-288 \f20 \fs21 \cf0 nea
rdegeneracy and would give huge multipliers if normalized to{\f40 k}{\f10 bw}{
\i \f50 k}{\f40 } = 1. \par
}
{\phpg\posx1763\pvpg\posy6740\absw9454\absh215 \f20 \fs21 \cf0 \f20 \fs21 \cf0 N
ote that in view of (26), the condition (28) can be written (after rescaling) in
the equivalent \par
}
{\phpg\posx1763\pvpg\posy7028\absw571\absh215 \f20 \fs21 \cf0 \f20 \fs21 \cf0 fo
rm \par
}
cf0 T \par
}
41) \par
}
cf0 u{\dn006 \fs14 J }\par
}
here{\i \f50 v}{\f40 6}= 0 is an arbitrary nonnegative vector,{\i \f50
u} is an arbitrary nonnegative vector with \par
}
\cf0 >{\i0 \f20 0,} u{\dn006 \fs14 N}{\i0 \f20 =}{\i0 \f20 0,}{\i0 \f20 an
d} D{\i0 \f20 is}{\i0 \f20 an}{\i0 \f20 arbitrary}{\i0 \f20 diagonal}{\i0 \
f20 matrix}{\i0 \f20 with}{\i0 \f20 positive}{\i0 \f20 diagonal}{\i0 \f20 e
ntries.}{\i0 \f20 This }\par
}
{\phpg\posx4737\pvpg\posy7311\absw674\absh803 \f10 \fs21 \cf0 \f10 \fs21 \cf0 b{
\f40 {\field{\*\fldinst SYMBOL 179 \\f Symbol }}}{\f20 0}{\i \f50 ,, }\par
}

\cf0 v w{\i0 \f20 +} u{\up006 \fs14 T}y{\i0 \f10 b}{\i0 \f20 +} z{\i0 \f10 b
} Dz{\i0 \f10 b}{\i0 \f20 =}{\i0 \f20 1}, \par
}
cf0 T{\i0 \f10 \fs21 b }\par
}
The formulation (41) is particularly useful for the rigorous verification of the
existence of a
ution of our refined Karush-John conditions in the vicinity of an app
roximate solution;
\par}{\phpg\posx1763\pvpg\posy9675\absw9565\absh3063 \sl-288 \f20 \fs21 \cf0 cf.
Kearfott [17, Section 5.2.5] for the corresponding use of the stand
ard Karush-John
ditions. The advantage of our stronger formulation is that in case t
here are only few
\par}{\phpg\posx1763\pvpg\posy9675\absw9565\absh3063 \sl-288 \f20 \fs21 \cf0 non
concave constraints, condition (41) involves only a few variables and
hence is a much
\par}{\phpg\posx1763\pvpg\posy9675\absw9565\absh3063 \sl-288 \f20 \fs21 \cf0 str
onger constraint if constraint propagation techniques [17, 35] are applied to th
e optimality
ditions.
Let{\i \f50 B} :={\i \f50 F}{\up006 \f40 \fs14 0}{\f10 b}{\i\up006 \f50 \
fs14 T(x)} {\i \f50 E} {\i \f50 u}{\i\dn006 \f50 \fs14 f} or some{\i \f50
u}{\i \f50 >} 0. We say that the{\b constraint}{\b qualification}
(CQ) is
\par}{\phpg\posx1763\pvpg\posy9675\absw9565\absh3063 \sl-253 \f20 \fs21 \cf0 sat
isfied if rk{\i \f50 F}{\up006 \f40 \fs14 0}({\f10 bx}{\i \f50 )} ={\i \f50 r
} and there exists a matrix{\i \f50 Q}{\f40 {\field{\*\fldinst SYMBOL 206 \\f
Symbol }}}{\f10 R}{\i \f50 \fs14 n}{\f40 \fs14 }{\fs14 (}{\i \f50 \fs14 r}{\fs
14 +1)} with \par
}
\cf0 C{\i0\up006 \f40 \fs14 0} x{\dn006 \fs14 J)}{\i0 \f20 }{\i0 \f20
(}
B{\i0 \f20 +} Q{\i0 \f20 )}{\i0 \f40 {\field{\*\fldinst SYMBOL 179 \\f Symbol
}}}{\i0 \f20 0}, \par
}
{\f10 b }\par
}
\par
}
\cf0 F{\i0\up006 \f40 \fs14 0} x{\i0 \f20 )}Q{\i0 \f20 =}{\i0 \f20 0}. \par
}
{\f10 b }\par
}
(42) \par
}
form is numerically stable in that all multipliers are bounded and near degenera
cies - which
\par}{\phpg\posx1763\pvpg\posy8314\absw9416\absh1578 \sl-288 \f20 \fs21 \cf0 wou
ld produce huge multipliers in the Kuhn-Tucker conditions - are reveal
ed by a small
\par}{\phpg\posx1763\pvpg\posy8314\absw9416\absh1578 \sl-288 \f20 \fs21 \cf0 nor
m of{\i \f50 w}{\f10 b}. The lack of a constraint qualification (which general
ly cannot be established in
\par}{\phpg\posx1763\pvpg\posy8314\absw9416\absh1578 \sl-288 \f20 \fs21 \cf0 fin
ite precision arithmetic anyway) therefore simply appears as the limit{\i \f50
w }{\f10 b} = 0. \par
}
4 \par
}
ffd8ffe000104a46494600010100000100010000ffdb004300010101010101010101010101010101
01010101010101010101010101010101010101010101010101010101010101010101010101010101
010101010101010101ffdb0043010101010101010101010101010101010101010101010101010101
0101010101010101010101010101010101010101010101010101010101010101010101010101ffc0
001108034a025303012200021101031101ffc4001f00000105010101010101000000000000000001
02030405060708090a0bffc400b5100002010303020403050504040000017d010203000411051221
31410613516107227114328191a1082342b1c11552d1f02433627282090a161718191a2526272829
2a3435363738393a434445464748494a535455565758595a636465666768696a737475767778797a
0101010101010101010000000000000102030405060708090a0bffc400b511000201020404030407
05040400010277000102031104052131061241510761711322328108144291a1b1c109233352f015
6272d10a162434e125f11718191a262728292a35363738393a434445464748494a53545556575859
5a636465666768696a737475767778797a82838485868788898a92939495969798999aa2a3a4a5a6
00ffd9
0 \fs21 \cf0 4.2 Corollary.{\b0\i \f10 If,}{\b0\i \f10 under}{\b0\i \f10 th
e}{\b0\i \f10 assumptions}{\b0\i \f10 of}{\b0\i \f10 Theorem}{\b0 4.1}{\b0\i

\f10 ,}{\b0\i \f10 the}{\b0\i \f10 constraint}{\b0\i \f10 qualification}{\b0
\i \f10 (CQ) }
{\b0\i \f10 is}{\b0\i \f10 satisfied}{\b0\i \f10 then}{\b0\i \f10 the}{\b0\i
\f10 conclusion}{\b0\i \f10 of}{\b0\i \f10 Theorem}{\b0 4.1}{\b0\i \f10 hol
ds}{\b0\i \f10 with}{\b0\i \f50 w }{\b0 \f10 b}{\b0 \f40 6}{\b0 =}{\b0 0}{\
b0\i \f10 . }
cf0 {\b0\i \f50 Proof.}{\b0 It}{\b0 is}{\b0 obvious}{\b0 that}{\b0 the}{\b
0 conclusion}{\b0 of}{\b0 Theorem}{\b0 4.1}{\b0 holds}{\b0 with}{\b0\i \f5
0 w }{\b0 \f10 b}{\b0 \f40 6}{\b0 =}{\b0 0}{\b0 if }\par
}
\cf0 C x{\up006 \fs14 T)}{\i0 \f20 } y{\i0 \f20
+} F{\i0 \f20 (}x{\i0
\f20 )} z{\i0 \f20 =}{\i0 \f20 0}, y{\i0 \f40
{\field{\*\fldinst SYMBOL 1
79 \\f Symbol }}}{\i0 \f20 0 }\par
}
cf0 J{\i0 \f20 : }\par
}
f0 J \par
}
\par
}
f0 J \par
}
\f20 \fs21 (}{\f10 \fs21 b }\par
}
par
}
cf0 T \par
}
\f63 \u8658\'3f}{\i \f50
z}{\f20 =}{\f20 0}{\i \f50 . }\par
}
43) \par
}
{\phpg\posx1763\pvpg\posy4867\absw6324\absh215 \f20 \fs21 \cf0 \f20 \fs21 \cf0 C
orollary 3.6 this is equivalent to the constraint qualification. \par
}
If (43) is satisfied, we have{\i \f50 z}{\f40 6}= 0,{\i \f50 y}{\i\dn006 \f50
\fs14 J}{\f40 {\field{\*\fldinst SYMBOL 179 \\f Symbol }}} 0, and{\i \f50 C
}{\up006 \f40 \fs14 0}{\f10 b}{\i\dn006 \f50 \fs14 J}{\dn006 \fs14 :(xT)} {
\i \f50 y}{\i\up006 \f50 \fs14 }J{\i \f50 +}{\i\dn006 \f50 \fs14 } F{\i \f5
0 }{\up006 \f40 \fs14 0}({\i \f50 x}){\i \f50 z} = 0 are inconsistent. By
9191 {\f40 t }
\cf0 {\b 4.3}{\b Theorem.}{\b (Kuhn-Tucker}{\b conditions) }
{\i \f10 Under}{\i \f10 the}{\i \f10 assumption}{\i \f10 of}{\i \f10 Theore
m} 4.1{\i \f10 with}{\i \f50 f}{\i \f10 one-dimensional,}{\i \f10 if}{\i \f1
0 the}{\i \f10 constraint}{\i \f10 qualification }
\f10 (CQ)}{\i \f10 is}{\i \f10 satisfied,}{\i \f10 then}{\i \f10 there}{\i
\f10 are}{\i \f10 vectors}{\i \f50 y}{\f10 b}{\f40 {\field{\*\fldinst SYMBOL
206 \\f Symbol }}}{\f10 R}{\i\up006 \f50 \fs14 m}{\i \f50 ,}{\i \f50 z}{\f10
b}{\f40 {\field{\*\fldinst SYMBOL 206 \\f Symbol }}}{\f10 R}{\i\up006 \f50 \f
s14 r}{\i \f10 such}{\i \f10 that }\par
}
{\phpg\posx8092\pvpg\posy4551\absw380\absh822 \f10 \fs21 \cf0 \f10 \fs21 \cf0 b{
\i\up006 \f50 \fs14 T }\par
}
{\phpg\posx10955\pvpg\posy4861\absw165\absh373 \f40 \fs21 \cf0 \f40 \fs21 \cf0 u
\par
}
\cf0 f x{\up006 \fs14 T)}{\i0 \f20 }{\i0 \f20
=} C{\i0 \f20 (}x{\i0 \f
20 )} y{\i0 \f10 b}{\i0 \f20 +} F{\i0 \f20 (}x{\i0 \f20 )} z, \par
}
\f10 b }\par
}
nf({\f10 by}{\i \f50 ,}{\i \f50 C}({\f10 bx}{\i \f50 )}) = 0{\i \f50 , }\par
}
\cf0 F x{\i0 \f20 )}{\i0 \f20 =}{\i0 \f20 0}. \par
}
par
}
\f10 \fs21 b }\par
}
cf0 T \par
}
\f10 \fs21 b}{\f10 \fs21
b }\par
}
cf0 T \par
}
44)
(45)
\par}{\phpg\posx10703\pvpg\posy6862\absw506\absh962 \sl-383 \f20 \fs21 \cf0 (46)
\par
}
44)-(46) are the{\b Kuhn-Tucker}{\b conditions} for the nonlinear prog
ram (24), cf. [19]. The
\par}{\phpg\posx1763\pvpg\posy8317\absw9384\absh475 \sl-288 \f20 \fs21 \cf0 trad
itional linear independence constraint qualification requires in place of the as
sumptions \par
}
cf0 F{\i0\up006 \f40 \fs14 0} x{\i0 \f20 ) }\par
}

n Theorem 4.3 the stronger condition that the rows of \par
}
ar
}
re independent.
In \par
}
cf0 C{\i0\dn006 \f40 \fs14 0} x{\dn006 \fs14 J) }\par
}
\f10 b }\par
}
{\phpg\posx8626\pvpg\posy9278\absw55\absh143 \f20 \fs14 \cf0 \f20 \fs14 \cf0 : \
par
}
ar
}
\f10 b }\par
}
Weaker than the constraint qualification (CQ) is the Mangasarian-Fromowi
tz constraint
qualification (MFCQ), which asserts the existence of a vector{\i \f50
q} with{\i \f50 C}{\up006 \f40 \fs14 0}{\f10 b}{\i\dn006 \f50 \fs14 J}{
\dn006 \fs14 :(x)} {\i \f50 q} {\i \f50 >}{\i \f50 } 0 and
\f50 F}{\up006 \f40 \fs14 0}{\i \f50 x}){\i \f50 q} = 0. It implies our
constraint qualification (CQ), because{\i \f50 Q} ={\i \f50 q{\field{\*
\fldinst SYMBOL 108 \\f Symbol }}}{\i\up006 \f50 \fs14 T} satisfies (42)
\par}{\phpg\posx1763\pvpg\posy9928\absw9577\absh2631 \sl-288 \f20 \fs21 \cf0 for
{\i \f50 {\field{\*\fldinst SYMBOL 108 \\f Symbol }}} large enough. We now sho
w that (MFCQ) is more restrictive than our new constraint
\par}{\phpg\posx1763\pvpg\posy9928\absw9577\absh2631 \sl-288 \f20 \fs21 \cf0 qua
lification (CQ).
{\b 4.4}{\b Example.} We reconsider Example 2.7. As we have seen there, the
point{\i \f50 x{\f63 \u710\'3f}} = (0{\i \f50 ,} 0{\i \f50 ,} 0){\i\up006 \f5
0 \fs14 T }
\par}{\phpg\posx1763\pvpg\posy9928\absw9577\absh2631 \sl-288 \f20 \fs21 \cf0 is
a local (even global) optimum of (12). Figure 1 reveals that there
is a degeneracy since
two activities have a common tangent. Thus the constraint qualifications are n
ontrivial.
\par}{\phpg\posx1763\pvpg\posy9928\absw9577\absh2631 \sl-288 \f20 \fs21 \cf0 Cle
arly, the mapping{\i \f50 C} defined by transforming the inequality constraint
s of to{\i \f50 C}({\i \f50 x}){\f40 {\field{\*\fldinst SYMBOL 179 \\f Symbol
}}} 0 is \par
}
{\f10 b }\par
}
convex, hence we can use Theorem 4.1. We have \par
}
\cf0 f{\i0 \f20 ({\f63 \u710\'3f}}x{\i0 \f20 )}{\i0 \f20 =}{\i0 \f40
{\fi
eld{\*\fldinst SYMBOL 45 \\f Symbol }}}{\i0 \f20 1}{\i0 \f20
0}{\i0 \f20
1} , \par
}
\par
}
par
}
par
}
0 \fs21 \cf0 F{\i0 \f20 ({\f63 \u710\'3f}}x{\i0 \f20 )}{\i0 \f20 =}{\i0 \f20
1}{\i0 \f40
{\field{\*\fldinst SYMBOL 45 \\f Symbol }}}{\i0 \f20 1}{\i0
\f20
1} ,
cf0 {\i0 \f20 25 }\par
}
\par
}
par
}
par
}
ontrast, our condition allows arbitrary dependence among the rows of{\i \f50 C}
{\up006 \f40 \fs14 0}{\f10 b(x}){\i \f50 . }\par
}
\f10 b }\par
}
ffd8ffe000104a46494600010100000100010000ffdb004300010101010101010101010101010101
01010101010101010101010101010101010101010101010101010101010101010101010101010101
010101010101010101ffdb0043010101010101010101010101010101010101010101010101010101
0101010101010101010101010101010101010101010101010101010101010101010101010101ffc0
001108034a025303012200021101031101ffc4001f00000105010101010101000000000000000001
02030405060708090a0bffc400b5100002010303020403050504040000017d010203000411051221
31410613516107227114328191a1082342b1c11552d1f02433627282090a161718191a2526272829
2a3435363738393a434445464748494a535455565758595a636465666768696a737475767778797a
0101010101010101010000000000000102030405060708090a0bffc400b511000201020404030407
05040400010277000102031104052131061241510761711322328108144291a1b1c109233352f015
6272d10a162434e125f11718191a262728292a35363738393a434445464748494a53545556575859
5a636465666768696a737475767778797a82838485868788898a92939495969798999aa2a3a4a5a6
\
\
\
\
00ffd9
\cf0 We can use the formulas (11) to calculate the multipliers \par
}
\par
}
\cf0 B{\i0 \f20 =}{\i0 \f10 {\f63 \u63725\'3f}}{\i0 \f40 {\field{\*\fldinst SY
MBOL 45 \\f Symbol }}}{\i0 \f20 1 }\par
}
\par
}
\f63 \u63723\'3f}
3 \u63724\'3f} \par
}
\par
}
field{\*\fldinst SYMBOL 45 \\f Symbol }}{\f20 1 }
}
\f10 {\f63 \u63736\'3f}}{\i \f50 , }\par
}
\f63 \u63734\'3f}
3 \u63735\'3f} \par
}
\cf0 C{\dn006 \fs14 J0}{\i0\up006 \f40 \fs14 (}{\i0 \f20 {\f63 \u710\'3f}}{\i
0 \f20 )}{\i0 \f20 =}{\i0 \f10 {\f63 \u63725\'3f}}{\i0 \f20
0 }\par
}
{\phpg\posx6502\pvpg\posy2918\absw293\absh250 \f20 \fs14 \cf0 \f20 \fs14 \cf0 :{

\i \f50 \fs21 x }\par
}
\par
}
\f63 \u63723\'3f}
3 \u63724\'3f} \par
}
\field{\*\fldinst SYMBOL 45 \\f Symbol }}{\f20 10}{\f20
0}{\f20
0 }\par
}
r
}
\par
}
\f10 {\f63 \u63736\'3f}}{\i \f50 , }\par
}
\f63 \u63734\'3f}
3 \u63735\'3f} \par
}
cf0 y{\i0 \f10 b}{\i0 \f20 = }\par
}
\f10 {\f63 \u63724\'3f}}{\f10 {\f63 \u63735\'3f} }\par
}
\par
}
f63 \u63725\'3f}{\f20 4}{\f63 \u63736\'3f}{\i \f50 , }\par
}
\par
}
f63 \u63723\'3f} {\f63 \u63734\'3f} \par
}
hen (44) reduces to the identity \par
}
}
{\f10 {\f63 \u63725\'3f}} 0{\f10 {\f63 \u63736\'3f}} = \par
}
\par
}
{\phpg\posx1763\pvpg\posy7482\absw3174\absh215 \f20 \fs21 \cf0 \f20 \fs21 \cf0 q
ualification (CQ) is valid. For \par

}
\f63 \u63723\'3f}
3 \u63724\'3f} \par
}
\f63 \u63734\'3f}
3 \u63735\'3f} \par
}
\par
}
\f10 {\f63 \u63724\'3f} }\par
}
f63 \u63725\'3f} \par
}
f63 \u63723\'3f} \par
}
\field{\*\fldinst SYMBOL 45 \\f Symbol }}{\f20 10}{\f20
0}{\f20
1 }\par
}
r
}
r
}
\par
}
{\f10 {\f63 \u63736\'3f}}{\f10 {\f63 \u63725\'3f}}4{\f10 {\f63 \u63736\'3f}} +
1{\f40 }{\f10 {\f63 \u63725\'3f}}{\f40 {\field{\*\fldinst SYMBOL 45 \\f Symbol
}}}1{\f10 {\f63 \u63736\'3f}}{\i \f50 . }\par
}
\par
}
\par
}
\fs21 \cf0 z{\i0 \f10 b}{\i0 \f20 =}{\i0 \f20 1; }
\par}{\phpg\posx6678\pvpg\posy4567\absw895\absh1882 \sl-399 \par\par\i \f50 \fs2
1 \cf0 {\i0 \f10 {\f63 \u63734\'3f}}{\i0 \f10 {\f63 \u63723\'3f}}{\i0 \f10 {\
f63 \u63734\'3f} }\par
}
\cf0 1
{\f63 \u63735\'3f}}{\f10 {\f63 \u63724\'3f}}{\f10 {\f63 \u63735\'3f} }\par
}

\f63 \u63723\'3f}
3 \u63724\'3f} \par
}
\par
}
\f63 \u63734\'3f}
3 \u63735\'3f} \par
}
his shows that we can choose{\i \f50 w }{\f10 b} = 1 in the Karush-John condit
ions. Indeed, our constraint \par
}
\cf0 1
{\f40 {\field{\*\fldinst SYMBOL 45 \\f Symbol }}}2
\par}{\phpg\posx6953\pvpg\posy7804\absw302\absh1462 \sl-199 \par\par\f20 \fs21 \
cf0 \fi186 {\f40 \fs14 0 }\par
}
cf0 Q{\i0 \f20 = }\par
}
cf0 1
\par}{\phpg\posx5943\pvpg\posy7980\absw316\absh508 \sl-325 \f20 \fs21 \cf0 19 \p
ar
}
field{\*\fldinst SYMBOL 45 \\f Symbol }}{\f20 1 }
{\f20 1 }
{\f20 2 }\par
}
f63 \u63734\'3f} \par
}
f63 \u63735\'3f} \par
}
{\phpg\posx1763\pvpg\posy8907\absw880\absh215 \f20 \fs21 \cf0 \f20 \fs21 \cf0 we
have \par
}
\f63 \u63723\'3f}
3 \u63724\'3f}
3 \u63725\'3f} \par
}
cf0 C{\i0\up006 \f40 \fs14 0}{\i0 \f20 ({\f63 \u710\'3f} }\par
}
cf0 J{\i0 \f20 : }\par
}
\cf0 x{\i0 \f20 )(}B{\i0 \f20 +} Q{\i0 \f20 )}{\i0 \f20 =}{\i0 \f20 0}, \par
}
{\field{\*\fldinst SYMBOL 45 \\f Symbol }}{\f20 1}{\f10 {\f63 \u63736\'3f} }
\cf0 {\i \f50 F}{\f20 ({\f63 \u710\'3f}}{\i \f50 x}{\f20 )}{\i \f50 Q}{\f20 =
}{\f20 0}{\i \f50 . }\par
}
{\phpg\posx1763\pvpg\posy9573\absw8095\absh370 \f20 \fs21 \cf0 \f20 \fs21 \cf0 H
owever, (MFCQ) is not satisfied since there is no vector{\i \f50 q} with{\i \f
50 C}{\i\dn006 \f50 \fs14 J}{\dn006 \fs14 :}{\i \f50 x0({\f63 \u710\'3f}}{\up
006 \f40 \fs14 )} q {\i \f50 >}{\i \f50 } 0. \par
}
\cf0 5 \par
}
\cf0 Conclusions \par
}
We presented various theorems of the alternative, and, based on them, derived n
ew optimality
nditions that hold without any constraint qualification. These results
strengthen known
\par}{\phpg\posx1763\pvpg\posy11331\absw9485\absh2495 \sl-288 \f20 \fs21 \cf0 lo
cal conditions, but they are also suitable for use in a global optim
ization context, which
\par}{\phpg\posx1763\pvpg\posy11331\absw9485\absh2495 \sl-288 \f20 \fs21 \cf0 wa
s our main motivation for this work.
0 New and exciting is the fact that, for the first time, it is poss
ible to give necessary and
\par}{\phpg\posx1763\pvpg\posy11331\absw9485\absh2495 \sl-288 \f20 \fs21 \cf0 su
fcient (global) optimality conditions for polynomial problems. In particular, i
t is possible
produce (under the idealized assumptions that all semidefinite program
s can be solved
0 \fi4562 26 \par
}
ffd8ffe000104a46494600010100000100010000ffdb004300010101010101010101010101010101
01010101010101010101010101010101010101010101010101010101010101010101010101010101
010101010101010101ffdb0043010101010101010101010101010101010101010101010101010101
0101010101010101010101010101010101010101010101010101010101010101010101010101ffc0
001108034a025303012200021101031101ffc4001f00000105010101010101000000000000000001
02030405060708090a0bffc400b5100002010303020403050504040000017d010203000411051221
31410613516107227114328191a1082342b1c11552d1f02433627282090a161718191a2526272829
2a3435363738393a434445464748494a535455565758595a636465666768696a737475767778797a
0101010101010101010000000000000102030405060708090a0bffc400b511000201020404030407
05040400010277000102031104052131061241510761711322328108144291a1b1c109233352f015
6272d10a162434e125f11718191a262728292a35363738393a434445464748494a53545556575859
5a636465666768696a737475767778797a82838485868788898a92939495969798999aa2a3a4a5a6
00ffd9
1 \cf0 exactly) certificates for global optimality of a putative solutio
n{\i \f50 x{\f63 \u710\'3f}}.
However, these global
ults are probably not best possible.
The failure to find a certificate after all problems up to some maximum degree{
\i \f50 d} have been
ved makes it likely that{\i \f50 x{\f63 \u710\'3f}} is not a global o
ptimizer of (3). In this case, one would like
have a procedure that guarantees (for sufciently large but a priori unknown{\i \
f50 d}) to find a
\par}{\phpg\posx1763\pvpg\posy2577\absw9591\absh4226 \sl-288 \f20 \fs21 \cf0 fea
sible point{\i \f50 x} with a better objective function value than the value at
{\i \f50 x{\f63 \u710\'3f}}. Then a new local
imization could be started from{\i \f50 x}, resulting in a better candidate for
a global optimizer.
\par}{\phpg\posx1763\pvpg\posy2577\absw9591\absh4226 \sl-288 \f20 \fs21 \cf0 Wor
k on this is in progress.
Also, at present we have no simple constraint qualification which wou
ld guarantee in the
\par}{\phpg\posx1763\pvpg\posy2577\absw9591\absh4226 \sl-288 \f20 \fs21 \cf0 sin
gle-objective case that the exponent{\i \f50 {\field{\*\fldinst SYMBOL 97 \
\f Symbol }}} in the global Karush-John condition of Theorem
\par}{\phpg\posx1763\pvpg\posy2577\absw9591\absh4226 \sl-289 \f20 \fs21 \cf0 2.4
takes the value 1, which is needed to construct from the certificat
e multipliers sat\par}{\phpg\posx1763\pvpg\posy2577\absw9591\absh4226 \sl-288 \f20 \fs21 \cf0 isf
ying the Kuhn-Tucker conditions.

We conjecture that the exponent{\i \f
50 e} = 1 is possible
\par}{\phpg\posx1763\pvpg\posy2577\absw9591\absh4226 \sl-288 \f20 \fs21 \cf0 if
the Kuhn-Tucker conditions can be satisfied at{\i \f50 x{\f63 \u710\'3f}
}, in particular under the same (weak\par}{\phpg\posx1763\pvpg\posy2577\absw9591\absh4226 \sl-288 \f20 \fs21 \cf0 ene
d Mangasarian-Fromovitz) constraint qualification as in our Theorem 4.3.
This would
\par}{\phpg\posx1763\pvpg\posy2577\absw9591\absh4226 \sl-288 \f20 \fs21 \cf0 str
engthen the currently weak connectios between sections 2 and 3. \par
}
\cf0 References
cf0 \fi117 {\b0 \fs21 [1]}{\b0 \fs21 B.}{\b0 \fs21 Aghezzaf}{\b0 \fs21 and}{
\b0 \fs21 M.}{\b0 \fs21 Hachimi,}{\b0 \fs21 On}{\b0 \fs21 a}{\b0 \fs21 gap
}{\b0 \fs21 between}{\b0 \fs21 multiobjective}{\b0 \fs21 optimization}{\b0 \f
s21 and}{\b0 \fs21 scalar }
\fi481 {\b0 \fs21 optimization.}{\b0 \fs21
J.}{\b0 \fs21 Opt.}{\b0 \fs21 Th
eory}{\b0 \fs21 and}{\b0 \fs21 Appl.,}{\b0 \fs21 109/2:431-435,}{\b0 \fs21 2
001. }
cf0 \fi117 {\b0 \fs21 [2]}{\b0 \fs21 K.J.}{\b0 \fs21 Arrow,}{\b0 \fs21 L.}{\
b0 \fs21 Hurwicz}{\b0 \fs21 and}{\b0 \fs21 H.}{\b0 \fs21 Uzawa,}{\b0 \fs21
Constraint}{\b0 \fs21 qualifications}{\b0 \fs21 in}{\b0 \fs21 maximization}{\
b0 \fs21 prob- }
\fi481 {\b0 \fs21 lems,}{\b0 \fs21 Naval}{\b0 \fs21 Research}{\b0 \fs21 Logis
tics}{\b0 \fs21 Quarterly}{\b0 \fs21 8}{\b0 \fs21 (1961),}{\b0 \fs21 175-191
. }
cf0 \fi117 {\b0 \fs21 [3]}{\b0 \fs21 M.S.}{\b0 \fs21 Bazaraa,}{\b0 \fs21 H
.D.}{\b0 \fs21 Sherali}{\b0 \fs21 and}{\b0 \fs21 C.M.}{\b0 \fs21 Shetty,
}{\b0 \fs21 Nonlinear}{\b0 \fs21 Programming.}{\b0 \fs21 Theory}{\b0 \fs21
and }
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iley,}{\b0 \fs21 New}{\b0 \fs21 York}{\b0 \fs21 1993. }
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Real}{\b0 \fs21 Algebraic}{\b0 \fs21 Geometry.}{\b0 \fs21 Volume}{\fs21 36}
{\b0 \fs21 in}{\b0 \fs21 Ergeb- }
\fi481 {\b0 \fs21 nisse}{\b0 \fs21 der}{\b0 \fs21 Mathematik}{\b0 \fs21 und}{
\b0 \fs21 ihrer}{\b0 \fs21 Grenzgebiete,}{\b0 \fs21 Folge}{\b0 \fs21 3,}{\b0
\fs21 Springer,}{\b0 \fs21 Berlin}{\b0 \fs21 Heidelberg}{\b0 \fs21 New }
\fi481 {\b0 \fs21 York,}{\b0 \fs21 1998. }
cf0 \fi117 {\b0 \fs21 [5]}{\b0 \fs21 J.F.}{\b0 \fs21 Bonnans}{\b0 \fs21 and}
{\b0 \fs21 A.}{\b0 \fs21 Shapiro,}{\b0 \fs21 Perturbation}{\b0 \fs21 analysi
s}{\b0 \fs21 of}{\b0 \fs21 optimization}{\b0 \fs21 problems,}{\b0 \fs21 Spri
nger, }
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cf0 \fi117 {\b0 \fs21 [6]}{\b0 \fs21 C.G.}{\b0 \fs21 Broyden,}{\b0 \fs21 A
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\b0 \fs21 Farkas's}{\b0 \fs21 lemma}{\b0 \fs21 and}{\b0 \fs21 related}{\

b0 \fs21 theorems.}{\b0 \fs21 Op- }
\fi481 {\b0 \fs21 timization}{\b0 \fs21 Methods}{\b0 \fs21 and}{\b0 \fs21 Sof
tware,}{\fs21 8(3-4)}{\b0 \fs21 :185-199,}{\b0 \fs21 1998. }
cf0 \fi4562 {\b0 \fs21 27 }\par
}
ffd8ffe000104a46494600010100000100010000ffdb004300010101010101010101010101010101
01010101010101010101010101010101010101010101010101010101010101010101010101010101
010101010101010101ffdb0043010101010101010101010101010101010101010101010101010101
0101010101010101010101010101010101010101010101010101010101010101010101010101ffc0
001108034a025303012200021101031101ffc4001f00000105010101010101000000000000000001
02030405060708090a0bffc400b5100002010303020403050504040000017d010203000411051221
31410613516107227114328191a1082342b1c11552d1f02433627282090a161718191a2526272829
2a3435363738393a434445464748494a535455565758595a636465666768696a737475767778797a
0101010101010101010000000000000102030405060708090a0bffc400b511000201020404030407
05040400010277000102031104052131061241510761711322328108144291a1b1c109233352f015
6272d10a162434e125f11718191a262728292a35363738393a434445464748494a53545556575859
5a636465666768696a737475767778797a82838485868788898a92939495969798999aa2a3a4a5a6
00ffd9
}}\par}{\phpg\posx1763\pvpg\posy5599\absw9570\absh7655 \f20 \fs21 \cf0 \fi1625 \
f20 \fs21 \cf0
481 (1902), 1-24.
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[16] W. Karush,
Minima of Functions of Several Variables with Inequ
alities as Side Con\par}{\phpg\posx1763\pvpg\posy5599\absw9570\absh7655 \sl-288 \f20 \fs21 \cf0 \fi
481 straints.
M.Sc. dissertation, Dept. of Mathematics, Univ. of Chica
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Kluwer Academic
481 Publishers, Dordrecht, The Netherlands, 1996.
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ory of Math\par}{\phpg\posx1763\pvpg\posy5599\absw9570\absh7655 \sl-288 \f20 \fs21 \cf0 \fi
481 ematical Programming (J.K. Lenstra et al., eds.) North Holland, Amsterdam 19
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[19] H. W. Kuhn and A. W. Tucker, Nonlinear programming. In J. Neym
an, editor, Pro\par}{\phpg\posx1763\pvpg\posy5599\absw9570\absh7655 \sl-288 \f20 \fs21 \cf0 \fi
481 ceedings of the Second Berkeley Symposium on Mathematical Statistics and Pro
bability,
481 pages 481-492. Univ. of California Press, Berkeley, California, 1951.
\fi4562 28 \par
}
21 \cf0 [7] C. de Boor,{\i \f50 An}{\i \f50 empty}{\i \f50 exercise}, A
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Op-

i481 timization, 44:139-160, 1998.
0 \fi117 [9] COCONUT, COntinuous CONstraints - Updating the Technology.
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0 [10] The COCONUT Environment for global optimization,{\f30 http://www.m
at.univie.ac. }
i481 {\f30 at/coconut-environment/ }
0 [11] J. Farkas, Uber die Theorie der einfachen Ungleichungen, J. rei
ne angew. Math. 124 \par
}
ffd8ffe000104a46494600010100000100010000ffdb004300010101010101010101010101010101
01010101010101010101010101010101010101010101010101010101010101010101010101010101
010101010101010101ffdb0043010101010101010101010101010101010101010101010101010101
0101010101010101010101010101010101010101010101010101010101010101010101010101ffc0
001108034a025303012200021101031101ffc4001f00000105010101010101000000000000000001
02030405060708090a0bffc400b5100002010303020403050504040000017d010203000411051221
31410613516107227114328191a1082342b1c11552d1f02433627282090a161718191a2526272829
2a3435363738393a434445464748494a535455565758595a636465666768696a737475767778797a
0101010101010101010000000000000102030405060708090a0bffc400b511000201020404030407
05040400010277000102031104052131061241510761711322328108144291a1b1c109233352f015
6272d10a162434e125f11718191a262728292a35363738393a434445464748494a53545556575859
5a636465666768696a737475767778797a82838485868788898a92939495969798999aa2a3a4a5a6
00ffd9
}}\par}{\phpg\posx1763\pvpg\posy2577\absw9933\absh10374 \f20 \fs21 \cf0 \f20 \fs
21 \cf0 [20] J.B. Lasserre, Global Optimization with Polynomials and the
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Beitrage zur Theorie der Linearen Ungleichungen,
Inaugural Disserta\par}{\phpg\posx1763\pvpg\posy2577\absw9933\absh10374 \sl-288 \f20 \fs21 \cf0 \f
i481 tion, Basel, Jerusalem, 1936.
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raint Sat\par}{\phpg\posx1763\pvpg\posy2577\absw9933\absh10374 \sl-288 \f20 \fs21 \cf0 \f
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In prepara\par}{\phpg\posx1763\pvpg\posy2577\absw9933\absh10374 \sl-288 \f20 \fs21 \cf0 \f
i481 tion, 2006.
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ptimality conditions,
i481 Manuscript (2003).{\f30 http://www.optimization-online.org/DB_HTML/2003/0
7/691. }
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f Squares Opti\par}{\phpg\posx1763\pvpg\posy2577\absw9933\absh10374 \sl-288 \f20 \fs21 \cf0 \f
i481 mization Toolbox for MATLAB - User's Guide, Manuscript (2002),
i481 {\f30 http://www.optimization-online.org/DB_HTML/2002/05/483.html }
0 \fi4562 29 \par
}
ffd8ffe000104a46494600010100000100010000ffdb004300010101010101010101010101010101
01010101010101010101010101010101010101010101010101010101010101010101010101010101
010101010101010101ffdb0043010101010101010101010101010101010101010101010101010101
0101010101010101010101010101010101010101010101010101010101010101010101010101ffc0
001108034a025303012200021101031101ffc4001f00000105010101010101000000000000000001
02030405060708090a0bffc400b5100002010303020403050504040000017d010203000411051221
31410613516107227114328191a1082342b1c11552d1f02433627282090a161718191a2526272829
2a3435363738393a434445464748494a535455565758595a636465666768696a737475767778797a
0101010101010101010000000000000102030405060708090a0bffc400b511000201020404030407
05040400010277000102031104052131061241510761711322328108144291a1b1c109233352f015
6272d10a162434e125f11718191a262728292a35363738393a434445464748494a53545556575859
5a636465666768696a737475767778797a82838485868788898a92939495969798999aa2a3a4a5a6
00ffd9
1 \cf0 [33] SeDuMi,{\f30 http://sedumi.mcmaster.ca }
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Numerica - A M
odeling Language for
481 Global Optimization. MIT Press, Cambridge, MA, 1997. \par
}
0 \par
}
}

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cf0 M{\i0 \f20 : }\par

{\phpg\posx5685\pvpg\posy7278\absw2460\absh833 \i \f50 \fs21 \cf0 \i \f50 \fs21

e}{\b0\i \f10 assumptions}{\b0\i \f10 of}{\b0\i \f10 Theorem}{\b0 4.1}{\b0\i

{\phpg\posx1763\pvpg\posy9019\absw5988\absh215 \f20 \fs21 \cf0 \f20 \fs21 \cf0 i

{\phpg\posx6502\pvpg\posy2918\absw293\absh250 \f20 \fs14 \cf0 \f20 \fs14 \cf0 :{

ualification (CQ) is valid. For \par

{\phpg\posx8040\pvpg\posy5766\absw208\absh1181 \f10 \fs21 \cf0 \f10 \fs21 \cf0 {

ying the Kuhn-Tucker conditions.

\b0 \fs21 Farkas's}{\b0 \fs21 lemma}{\b0 \fs21 and}{\b0 \fs21 related}{\

\par}{\phpg\posx1763\pvpg\posy2577\absw10056\absh2989 \sl-288 \f20 \fs21 \cf0 \f

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