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On Second-Order Optimality Conditions for Nonlinear Programming

Roberto Andreani (andreani***at***ime.unicamp.br)
José Mario Martínez (martinez***at***ime.unicamp.br)
María Laura Schuverdt (schuverd***at***ime.unicamp.br)

Abstract: 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 condition.

Keywords: onlinear programming, Necessary Optimality Conditions,

Category 1: Nonlinear Optimization (Constrained Nonlinear Optimization )


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Entry Submitted: 11/13/2006
Entry Accepted: 11/13/2006
Entry Last Modified: 12/14/2006

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