Necessary optimality conditions for constrained optimization problems under relaxed constraint qualifications

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. © 2006 Springer-Verlag.

Authors
Arutyunov A.V. 1 , Avakov E.R.2 , Izmailov A.F.3
Number of issue
1
Language
English
Pages
37-68
Status
Published
Volume
114
Year
2008
Organizations
  • 1 Peoples Friendship University, Miklukho-Maklaya Str. 6, Moscow 117198, Russian Federation
  • 2 Institute for Control Problems, RAS, Profsoyuznaya Str. 65, Moscow 117806, Russian Federation
  • 3 Faculty of Computational Mathematics and Cybernetics, Department of Operations Research, Moscow State University, Leninskiye Gori, GSP-2, Moscow 119992, Russian Federation
Keywords
Abstract constraints; Constraint qualification; Optimality condition; Optimization problem; Sigma term
Date of creation
19.10.2018
Date of change
19.10.2018
Short link
https://repository.rudn.ru/en/records/article/record/3090/
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