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

• Type: Article in International Scientific Journal
• Date: 2006

Authors

Arutyunov, A (Author) Other; Pereira, FL (Author) FEUP

Journal

Title: Mathematics of Operations Research

Vol. 31

Pages: 1-12

ISSN: 0364-765X

Publisher: Institute for Operations Research and the Management Sciences

Indexing

ISI Web of Knowledge - 9 Citations

ISI Web of Science

Scopus - 11 Citations

Scientific classification

FOS: Engineering and technology > Industrial biotechnology

CORDIS: Technological sciences > Engineering

Other information

Authenticus ID: P-004-NHV

DOI: 10.1287/moor.1050.0172

Abstract (EN): 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.

Language: English

Type (Professor's evaluation): Scientific

No. of pages: 12