On second-order optimality conditions in nonlinear optimization

被引：7
|
作者：
Andreani, Roberto [1 ]
Behling, Roger [2 ]
Haeser, Gabriel [3 ]
Silva, Paulo J. S. [1 ]
机构：
[1] Univ Estadual Campinas, Dept Appl Math, Campinas, SP, Brazil
[2] Univ Fed Santa Catarina, Blumenau, SC, Brazil
[3] Univ Sao Paulo, Dept Appl Math, Sao Paulo, SP, Brazil
来源：
OPTIMIZATION METHODS & SOFTWARE | 2017年 / 32卷 / 01期
基金：
巴西圣保罗研究基金会;
关键词：
nonlinear optimization; constraint qualifications; second-order optimality conditions; ALGORITHMS; EQUALITY;
D O I：
10.1080/10556788.2016.1188926
中图分类号：
TP31 [计算机软件];
学科分类号：
081202 ; 0835 ;
摘要：
In this work we present new weak conditions that ensure the validity of necessary second-order optimality conditions (SOC) for nonlinear optimization. We are able to prove that weak and strong SOCs hold for all Lagrange multipliers using Abadie-type assumptions. We also prove weak and strong SOCs for at least one Lagrange multiplier imposing the Mangasarian-Fromovitz constraint qualification and a weak constant rank assumption.
引用
收藏
页码：22 / 38
页数：17
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