Higher-order optimality conditions for strict local minima

被引:18
|
作者
Jimenez, Bienvenido [1 ]
Novo, Vicente [1 ]
机构
[1] Univ Nacl Educ Distancia, ETSI Ind, Dept Matemat Aplicada, Madrid 28040, Spain
关键词
optimality conditions; strict minimizer of higher order;
D O I
10.1007/s10479-007-0197-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 work, we study a nonsmooth optimization problem with generalized inequality constraints and an arbitrary set constraint. We present necessary conditions for a point to be a strict local minimizer of order k in terms of higher-order (upper and lower) Studniarski derivatives and the contingent cone to the constraint set. In the same line, when the initial space is finite dimensional, we develop sufficient optimality conditions. We also provide sufficient conditions for minimizers of order k using the lower Studniarski derivative of the Lagrangian function. Particular interest is put for minimizers of order two, using now a special second order derivative which leads to the Frechet derivative in the differentiable case.
引用
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页码:183 / 192
页数:10
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