On second-order optimality conditions for nonlinear programming
نویسندگان
چکیده
منابع مشابه
On Second-Order Optimality Conditions for Nonlinear Programming
Necessary Optimality Conditions for Nonlinear Programming are discussed in the present research. A new Second-Order condition is given, which depends on a weak constant rank constraint requirement. We show that practical and publicly available algorithms (www.ime.usp.br/∼egbirgin/tango) of Augmented Lagrangian type converge, after slight modifications, to stationary points defined by the new co...
متن کاملOn 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...
متن کاملSecond-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...
متن کاملSecond-order sufficient optimality conditions for local and global nonlinear programming
This paper presents a new approach to the suucient conditions of nonlinear programming. Main result is a suucient condition for the global optimality of a Kuhn-Tucker point. This condition can be veriied constructively, using a novel convexity test based on interval analysis, and is guaranteed to prove global optimality of strong local minimizers for suuciently narrow bounds. Hence it is expect...
متن کاملOn Sequential Optimality Conditions without Constraint Qualifications for Nonlinear Programming with Nonsmooth Convex Objective Functions
Sequential optimality conditions provide adequate theoretical tools to justify stopping criteria for nonlinear programming solvers. Here, nonsmooth approximate gradient projection and complementary approximate Karush-Kuhn-Tucker conditions are presented. These sequential optimality conditions are satisfied by local minimizers of optimization problems independently of the fulfillment of constrai...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Optimization
سال: 2007
ISSN: 0233-1934,1029-4945
DOI: 10.1080/02331930701618617