Second-order necessary optimality conditions for problems without a priori normality assumptions

In this article, we derive second-order necessary conditions of optimality for an abstract optimization problem with equality and inequality constraints and constraints in the form of an inclusion into a given closed set. An important feature is that our optimality conditions dispense with any a priori normality assumptions, such as Robinson's constraint qualification, and remain informative even for abnormal points. Moreover, our optimality conditions take into account the second-order effect of the curvature of the set in the inclusion constraints. © 2006 INFORMS.

Authors
Number of issue
1
Language
English
Pages
1-12
Status
Published
Volume
31
Year
2006
Organizations
  • 1 Differential Equations and Functional Analysis Dept., Peoples Friendship University of Russia, 6 Mikluka-Maklai Street, Moscow 117198, Russian Federation
  • 2 Institute de Sistemas e Robótica, Faculdade de Engenharia, Universidade do Porto, R. Dr. Roberto Frias, 4200-465 Porto, Portugal
Keywords
Curvature effect; Nondegeneracy; Second-order necessary conditions of optimality
Date of creation
19.10.2018
Date of change
19.10.2018
Short link
https://repository.rudn.ru/en/records/article/record/3388/
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