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

被引:7
作者
Arutyunov, A
Pereira, FL
机构
[1] Patrice Lumumba Peoples Friendship Univ, Differential Equat & Funct Anal Dept, Moscow 117198, Russia
[2] Univ Porto, Fac Engn, Inst Sistemas & Robot, P-4200465 Oporto, Portugal
关键词
second-order necessary conditions of optimality; nondegeneracy; curvature effect;
D O I
10.1287/moor.1050.0172
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
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.
引用
收藏
页码:1 / 12
页数:12
相关论文
共 19 条
[1]   Second order necessary conditions for optimal impulsive control problems [J].
Arutyunov, A ;
Jacimovic, V ;
Pereira, F .
JOURNAL OF DYNAMICAL AND CONTROL SYSTEMS, 2003, 9 (01) :131-153
[2]  
Arutyunov A. V., 2002, P STEKLOV I MATH, V236, P25
[3]  
ARUTYUNOV A. V, 2000, OPTIMALITY CONDITION
[4]   Second order optimality conditions based on parabolic second order tangent sets [J].
Bonnans, JF ;
Cominetti, R ;
Shapiro, A .
SIAM JOURNAL ON OPTIMIZATION, 1999, 9 (02) :466-492
[5]   Optimization problems with perturbations: A guided tour [J].
Bonnans, JF ;
Shapiro, A .
SIAM REVIEW, 1998, 40 (02) :228-264
[6]  
Bonnans JF., 2013, PERTURBATION ANAL OP
[7]   METRIC REGULARITY, TANGENT SETS, AND 2ND-ORDER OPTIMALITY CONDITIONS [J].
COMINETTI, R .
APPLIED MATHEMATICS AND OPTIMIZATION, 1990, 21 (03) :265-287
[8]   Tangent sets of order one and two to the positive cones of some functional spaces [J].
Cominetti, R ;
Penot, JP .
APPLIED MATHEMATICS AND OPTIMIZATION, 1997, 36 (03) :291-312
[9]  
Ekeland I., 1976, CONVEX ANAL VARIATIO
[10]  
Izmailov AF, 2001, SIAM J CONTROL OPTIM, V40, P1280