Necessary conditions for an extremum in 2-regular problems

The necessary conditions for local extremum in 2-regular problems are studied. The necessary conditions for an extremum that uses the Lagrangian function L are generally invalid. The generalization gives no additional information on the irregular situation, since the corresponding first-order necessary condition in automatically satisfied with λ= 0, irrespective of f. The first and second-order necessary conditions for a local extremum were obtained by using the Lagrange functions, in the irregular case for a problem with equality constrain. The necessary conditions for a local extremum are first-order conditions, as they use only the first derivatives of the objective function f. The function f is twice Frechet differentiable at x and the function F is thrice Frechet differentiable at the second order necessary conditions.

Авторы
Avakov E.R.1 , Arutyunov A.V. 2 , Izmailov A.F.3
Журнал
Номер выпуска
3
Язык
Английский
Страницы
340-343
Статус
Опубликовано
Том
73
Год
2006
Организации
  • 1 Trapeznikov Institute of Control Sciences, Russian Academy of Sciences, Profsoyuznaya ul. 65, Moscow, 117997, Russian Federation
  • 2 Russian University of Peoples' Friendship, ul. Miklukho-Maklaya 6, Moscow, 117198, Russian Federation
  • 3 Faculty of Computational Mathematics and Cybernetics, Moscow State University, Leninskie gory, Moscow, 119992, Russian Federation
Ключевые слова
Differentiation (calculus); Function evaluation; Lagrange multipliers; Number theory; Frechet differentiable; Generalization; Lagrangian function; Problem solving
Дата создания
19.10.2018
Дата изменения
19.10.2018
Постоянная ссылка
https://repository.rudn.ru/ru/records/article/record/3374/
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Ruzhanskaya A.V., Kravtsov E.G., Dalin M.V., Gabrielyan N.I.
Бюллетень экспериментальной биологии и медицины Клеточные технологии в биологии и медицине. New York Consultants BureauSpringer / Автономная некоммерческая организация Издательство Российской академии медицинских наук. Том 141. 2006. С. 620-623