Necessary Optimality Conditions for Problems with Equality and Inequality Constraints: Abnormal Case

被引:0
作者
A. V. Arutyunov
D. Y. Karamzin
F. L. Pereira
机构
[1] Peoples Friendship Russian University,Differential Equations and Functional Analysis Department
[2] Russian Academy of Sciences,Dorodnicyn Computing Centre
[3] University of Porto,Faculty of Engineering
[4] Institute for Systems & Robotics,undefined
来源
Journal of Optimization Theory and Applications | 2009年 / 140卷
关键词
Mathematical programming; Second-order necessary optimality conditions; Abnormal points;
D O I
暂无
中图分类号
学科分类号
摘要
This article concerns second-order necessary conditions for an abnormal local minimizer of a nonlinear optimization problem with equality and inequality constraints. The obtained optimality conditions improve the ones available in the literature in that the associated set of Lagrange multipliers is the smallest possible.
引用
收藏
页码:391 / 408
页数:17
相关论文
共 14 条
[1]  
Arutyunov A.V.(1996)Optimality conditions in abnormal extremal problems Syst. Contr. Lett. 27 279-284
[2]  
Arutyunov A.V.(2006)Second-order necessary optimality conditions for problems without a priori normality assumptions Math. Oper. Res. INFORMS 31 1-12
[3]  
Pereira F.L.(2006)Necessary optimality conditions in an abnormal optimization problem with equality constraints Comput. Math. Math. Phys. 46 1293-1298
[4]  
Arutyunov A.V.(1977)On first and second order conditions for local optima for optimization problems in finite dimensions Methods Oper. Res. 23 82-97
[5]  
Karamzin D.Y.(1989)Necessary extremum conditions for smooth abnormal problems with equality and inequality constraints Math. Notes 45 431-437
[6]  
Hettich R.(1999)Optimality conditions in extremal problems with nonregular inequality constraints Math. Notes 99 72-81
[7]  
Jongen H.T.(2001)Optimality conditions for irregular inequality-constrained problems SIAM J. Control Optim. 40 1280-1295
[8]  
Avakov E.R.(2006)Necessary conditions for an extremum in 2-regular problem Dokl. Math. 73 340-343
[9]  
Izmailov A.F.(undefined)undefined undefined undefined undefined-undefined
[10]  
Izmailov A.F.(undefined)undefined undefined undefined undefined-undefined