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.

Авторы
Номер выпуска
1
Язык
Английский
Страницы
1-12
Статус
Опубликовано
Том
31
Год
2006
Организации
  • 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
Ключевые слова
Curvature effect; Nondegeneracy; Second-order necessary conditions of optimality
Дата создания
19.10.2018
Дата изменения
19.10.2018
Постоянная ссылка
https://repository.rudn.ru/ru/records/article/record/3388/
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