Optimality conditions based on the Fréchet second-order subdifferential

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作者
D. T. V. An
N. D. Yen
机构
[1] Thai Nguyen University of Sciences,Department of Mathematics and Informatics
[2] Vietnam Academy of Science and Technology,Institute of Mathematics
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Constrained optimization problems on Banach spaces; Second-order necessary optimality conditions; Fréchet second-order subdifferential; Second-order tangent set; Generalized polyhedral convex set; 49K27; 49J53; 90C30; 90C46; 90C20;
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摘要
This paper focuses on second-order necessary optimality conditions for constrained optimization problems on Banach spaces. For problems in the classical setting, where the objective function is C2\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$C^2$$\end{document}-smooth, we show that strengthened second-order necessary optimality conditions are valid if the constraint set is generalized polyhedral convex. For problems in a new setting, where the objective function is just assumed to be C1\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$C^1$$\end{document}-smooth and the constraint set is generalized polyhedral convex, we establish sharp second-order necessary optimality conditions based on the Fréchet second-order subdifferential of the objective function and the second-order tangent set to the constraint set. Three examples are given to show that the used hypotheses are essential for the new theorems. Our second-order necessary optimality conditions refine and extend several existing results.
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页码:351 / 365
页数:14
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