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On Second Order Optimality Conditions in Nonlinear Optimization

Roberto Andreani(andreani***at***ime.unicamp.br)
Behling Roger(rogerbehling***at***gmail.com)
Gabriel Haeser(mailto:ghaeser***at***ime.usp.br)
Paulo J. S. Silva(pjssilva***at***ime.unicamp.br)

Abstract: 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 and a weak constant rank assumption.

Keywords: Nonlinear Optimization; Constraint qualifications; Second-order optimality conditions

Category 1: Nonlinear Optimization

Category 2: Nonlinear Optimization (Constrained Nonlinear Optimization )

Citation: IMECC/Unicamp, August, 2014

Download: [PDF]

Entry Submitted: 08/15/2014
Entry Accepted: 08/15/2014
Entry Last Modified: 08/15/2014

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