New Constraint Qualifications with Second-Order Properties in Nonlinear Optimization

被引：5

作者：

Haeser, G. ^{[1
]}

Ramos, A. ^{[2
]}

机构：

[1] Univ Sao Paulo, Dept Appl Math, Sao Paulo, SP, Brazil

[2] Univ Fed Parana, Dept Math, Curitiba, PR, Brazil

来源：

JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS | 2020年 / 184卷 / 02期

基金：

巴西圣保罗研究基金会;

关键词：

Nonlinear optimization; Constraint qualifications; Second-order optimality conditions; OPTIMALITY CONDITIONS;

D O I：

10.1007/s10957-019-01603-x

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 paper, we present and discuss new constraint qualifications to ensure the validity of well-known second-order properties in nonlinear optimization. Here, we discuss conditions related to the so-called basic second-order condition, where a new notion of polar pairing is introduced in order to replace the polar operation, useful in the first-order case. We then proceed to define our second-order constraint qualifications, where we present an approach similar to the Guignard constraint qualification in the first-order case.

引用

页码：494 / 506

页数：13

共 30 条

[11] No-gap second-order optimality conditions for optimal control problems with a single state constraint and control [J].