Second-order optimality conditions for nonlinear programs and mathematical programs

被引:1
|
作者
Daidai, Ikram [1 ]
机构
[1] Univ Cadi Ayyad, Fac Sci & Tech, BP 549, Marrakech, Morocco
关键词
strong convexity of order gamma; second-order approximation; C-1; functions; Newton's method; SETS; CONSTRAINTS; REGULARITY; CONVEXITY;
D O I
10.1186/s13660-017-1487-8
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
It is well known that second-order information is a basic tool notably in optimality conditions and numerical algorithms. In this work, we present a generalization of optimality conditions to strongly convex functions of order gamma with the help of firstand second-order approximations derived from (Optimization 40(3): 229-246, 2011) and we study their characterization. Further, we give an example of such a function that arises quite naturally in nonlinear analysis and optimization. An extension of Newton's method is also given and proved to solve Euler equation with second-order approximation data.
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页数:14
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