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On a Conjecture in Second-Order Optimality Conditions
Authors:Roger Behling  Gabriel Haeser  Alberto Ramos  Daiana S. Viana
Affiliation:1.Federal University of Santa Catarina,Blumenau,Brazil;2.Department of Applied Mathematics,University of S?o Paulo,S?o Paulo,Brazil;3.Department of Mathematics,Federal University of Paraná,Curitiba,Brazil;4.Center of Exact and Technological Sciences,Federal University of Acre,Rio Branco,Brazil
Abstract:In this paper, we deal with a conjecture formulated in Andreani et al. (Optimization 56:529–542, 2007), which states that whenever a local minimizer of a nonlinear optimization problem fulfills the Mangasarian–Fromovitz constraint qualification and the rank of the set of gradients of active constraints increases at most by one in a neighborhood of the minimizer, a second-order optimality condition that depends on one single Lagrange multiplier is satisfied. This conjecture generalizes previous results under a constant rank assumption or under a rank deficiency of at most one. We prove the conjecture under the additional assumption that the Jacobian matrix has a smooth singular value decomposition. Our proof also extends to the case of the strong second-order condition, defined in terms of the critical cone instead of the critical subspace.
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