New Constraint Qualifications with Second-Order Properties in Nonlinear Optimization

被引：5
|
作者：
Haeser, G. [1 ]
Ramos, A. [2 ]
机构：
[1] Univ Sao Paulo, Dept Appl Math, Sao Paulo, SP, Brazil
[2] Univ Fed Parana, Dept Math, Curitiba, PR, Brazil
来源：
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS | 2020年 / 184卷 / 02期
基金：
巴西圣保罗研究基金会;
关键词：
Nonlinear optimization; Constraint qualifications; Second-order optimality conditions; OPTIMALITY CONDITIONS;
D O I：
10.1007/s10957-019-01603-x
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 paper, we present and discuss new constraint qualifications to ensure the validity of well-known second-order properties in nonlinear optimization. Here, we discuss conditions related to the so-called basic second-order condition, where a new notion of polar pairing is introduced in order to replace the polar operation, useful in the first-order case. We then proceed to define our second-order constraint qualifications, where we present an approach similar to the Guignard constraint qualification in the first-order case.
引用
收藏
页码：494 / 506
页数：13
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