2ND ORDER NECESSARY CONDITIONS IN OPTIMIZATION

被引:6
|
作者
WARGA, J
机构
关键词
D O I
10.1137/0322032
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
It is known that if a restricted minimization problem satisfies first order necessary conditions for minimum at some point with multiple choices of Lagrange multiplier vectors (or linear functionals) then, in general, second order conditions for different critical variations may require different Lagrange multipliers. A relatively simple derivation of new second order necessary conditions is presented in which different critical variations share a common Lagrange multiplier if they are 'pairwise critical'. The problems that we consider contain restrictions in the form of finitely many equalities and of (possibly infinite-dimensional) inclusions involving arbitrary convex bodies.
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页码:524 / 528
页数:5
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