An application of matrix computations to classical second-order optimality conditions |
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Authors: | M Daldoul A Baccari |
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Institution: | (1) école Supérieure des Sciences et Techniques de Tunis, 5 Avenue Taha Hussein, 1008 Tunis, Tunisia |
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Abstract: | For finite dimensional optimization problems with equality and inequality constraints, a weak constant rank condition (WCR)
was introduced by Andreani–Martinez–Schuverdt (AMS) (Optimization 5–6:529–542, 2007) to study classical necessary second-order
optimality conditions. However, this condition is not easy to check. Using a polynomial and matrix computation tools, we can
substitute it by a weak constant rank condition (WCRQ) for an approximated problem and we present a method for checking points
that satisfy WCRQ. We extend the result of (Andreani et al. in Optimization 5–6:529–542, 2007), we show that WCR can be replaced
by WCRQ and we prove that these two conditions are independent. |
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Keywords: | Optimality conditions Constraint qualifications Matrix and polynomial computations |
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