First and second-order necessary and sufficient optimality conditions for infinite-dimensional programming problems |
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Authors: | H. Maurer J. Zowe |
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Affiliation: | (1) Universitat Münster, W. Germany;(2) Universität Würzburg, W. Germany |
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Abstract: | ![]() First-order and second-order necessary and sufficient optimality conditions are given for infinite-dimensional programming problems with constraints defined by arbitrary closed convex cones. The necessary conditions are immediate generalizations of those known for the finite-dimensional case. However, this does not hold for the sufficient conditions as illustrated by a counterexample. Here, to go from finite to infinite dimensions, causes an essential change in the proof-techniques and the results. We present modified sufficient conditions of first-order and of second-order which are based on a strengthening of the usual assumptions on the derivative of the objective function and on the second derivative of the Lagrangian. |
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Keywords: | Mathematical Programming Optimality Conditions Lagrange-Multipliers Banach Spaces |
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