Necessary optimality conditions for constrained optimization problems under relaxed constraint qualifications

被引:12
|
作者
Arutyunov, A. V. [2 ]
Avakov, E. R. [3 ]
Izmailov, A. F. [1 ]
机构
[1] Moscow MV Lomonosov State Univ, Fac Computat Math & Cybernet, Dept Operat Res, Moscow 119992, Russia
[2] Patrice Lumumba Peoples Friendship Univ, Moscow 117198, Russia
[3] Russian Acad Sci, Control Problems Inst, Moscow 117806, Russia
关键词
optimization problem; abstract constraints; constraint qualification; optimality condition; Sigma term;
D O I
10.1007/s10107-006-0082-4
中图分类号
TP31 [计算机软件];
学科分类号
081202 ; 0835 ;
摘要
We derive first- and second-order necessary optimality conditions for set-constrained optimization problems under the constraint qualification-type conditions significantly weaker than Robinson's constraint qualification. Our development relies on the so-called 2-regularity concept, and unifies and extends the previous studies based on this concept. Specifically, in our setting constraints are given by an inclusion, with an arbitrary closed convex set on the right-hand side. Thus, for the second-order analysis, some curvature characterizations of this set near the reference point must be taken into account.
引用
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页码:37 / 68
页数:32
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