Second-Order Optimality Conditions for Nonconvex Set-Constrained Optimization Problems

被引:6
|
作者
Gfrerer, Helmut [1 ]
Ye, Jane J. [2 ]
Zhou, Jinchuan [3 ]
机构
[1] Johannes Kepler Univ Linz, Inst Computat Math, A-4040 Linz, Austria
[2] Univ Victoria, Dept Math & Stat, Victoria, BC V8W 2Y2, Canada
[3] Shandong Univ Technol, Dept Stat, Sch Math & Stat, Zibo 255049, Peoples R China
基金
加拿大自然科学与工程研究理事会; 中国国家自然科学基金; 奥地利科学基金会;
关键词
directional metric subregularity; directional normal cones; directional regular tangent cones; directional nondegeneracy; second-order tangent sets; second-order optimality conditions; lower generalized support function; directional Robinson's constraint qualification; MATHEMATICAL PROGRAMS; SUFFICIENT CONDITIONS; DISJUNCTIVE PROGRAMS; SUBREGULARITY; STATIONARITY; REGULARITY; 1ST-ORDER; CALMNESS;
D O I
10.1287/moor.2021.1211
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 study second-order optimality conditions for nonconvex setconstrained optimization problems. For a convex set-constrained optimization problem, it is well known that second-order optimality conditions involve the support function of the second-order tangent set. In this paper, we propose two approaches for establishing second-order optimality conditions for the nonconvex case. In the first approach, we extend the concept of the support function so that it is applicable to general nonconvex setconstrained problems, whereas in the second approach, we introduce the notion of the directional regular tangent cone and apply classical results of convex duality theory. Besides the second-order optimality conditions, the novelty of our approach lies in the systematic introduction and use, respectively, of directional versions of well-known concepts from variational analysis.
引用
收藏
页码:2344 / 2365
页数:23
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