首页 | 本学科首页   官方微博 | 高级检索  
     检索      


On constraint qualifications for second-order optimality conditions depending on a single Lagrange multiplier
Institution:1. Department of Applied Mathematics, University of São Paulo, São Paulo, SP, Brazil;2. Department of Mathematics, Federal University of Paraná, Curitiba, PR, Brazil
Abstract:We present new constraint qualifications (CQs) to ensure the validity of some well-known second-order optimality conditions. Our main interest is on second-order conditions that can be associated with numerical methods for solving constrained optimization problems. Such conditions depend on a single Lagrange multiplier, instead of the whole set of Lagrange multipliers. For each condition, we characterize the weakest CQ that guarantees its fulfillment at local minimizers, while proposing new weak conditions implying them. Relations with other CQs are discussed.
Keywords:Nonlinear optimization  Second-order optimality conditions  Constraint qualifications
本文献已被 ScienceDirect 等数据库收录!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号