New bifurcation theorems via the second-order optimality conditions

Second-order optimality conditions for nonlinear programs and mathematical programs

It is well known that second-order information is a basic tool notably in optimality conditions and numerical algorithms. In this work, we present a generalization of optimality conditions to strongly convex functions of order γ with the help of first- and second-order approximations derived from (Optimization 40(3):229-246, 2011) and we study their characterization. Further, we give an example...

Marginal values and second-order necessary conditions for optimality

On second-order optimality conditions in nonlinear optimization

In this work we present new weak conditions that ensure the validity of necessary second order optimality conditions (SOC) for nonlinear optimization. We are able to prove that weak and strong SOCs hold for all Lagrange multipliers using Abadie-type assumptions. We also prove weak and strong SOCs for at least one Lagrange multiplier imposing the Mangasarian-Fromovitz constraint qualification an...

Second- and First-Order Optimality Conditions in Vector Optimization

In this paper we obtain secondand first-order optimality conditions of Kuhn-Tucker type and Fritz John one for weak efficiency in the vector problem with inequality constraints. In the necessary conditions we suppose that the objective function and the active constraints are continuously differentiable. We introduce notions of KTSP-invex problem and second-order KTSP-invex one. We obtain that t...

On a Conjecture in Second-Order Optimality Conditions

In this paper we deal with optimality conditions that can be verified by a nonlinear optimization algorithm, where only a single Lagrange multiplier is avaliable. In particular, we deal with a conjecture formulated in [R. Andreani, J.M. Mart́ınez, M.L. Schuverdt, “On second-order optimality conditions for nonlinear programming”, Optimization, 56:529–542, 2007], which states that whenever a local...