Second-order necessary optimality conditions for problems without a priori normality assumptions

被引:7
|
作者
Arutyunov, A
Pereira, FL
机构
[1] Patrice Lumumba Peoples Friendship Univ, Differential Equat & Funct Anal Dept, Moscow 117198, Russia
[2] Univ Porto, Fac Engn, Inst Sistemas & Robot, P-4200465 Oporto, Portugal
关键词
second-order necessary conditions of optimality; nondegeneracy; curvature effect;
D O I
10.1287/moor.1050.0172
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
In this article, we derive second-order necessary conditions of optimality for an abstract optimization problem with equality and inequality constraints and constraints in the form of an inclusion into a given closed set. An important feature is that our optimality conditions dispense with any a priori normality assumptions, such as Robinson's constraint qualification, and remain informative even for abnormal points. Moreover, our optimality conditions take into account the second-order effect of the curvature of the set in the inclusion constraints.
引用
收藏
页码:1 / 12
页数:12
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