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Necessary Optimality Conditions for Problems with Equality and Inequality Constraints: Abnormal Case
Authors:A. V. Arutyunov  D. Y. Karamzin  F. L. Pereira
Affiliation:(1) Differential Equations and Functional Analysis Department, Peoples Friendship Russian University, Moscow, Russia;(2) Dorodnicyn Computing Centre, Russian Academy of Sciences, Moscow, Russia;(3) Faculty of Engineering, University of Porto, Institute for Systems & Robotics, Porto, Portugal
Abstract:This article concerns second-order necessary conditions for an abnormal local minimizer of a nonlinear optimization problem with equality and inequality constraints. The obtained optimality conditions improve the ones available in the literature in that the associated set of Lagrange multipliers is the smallest possible. The first and the second authors were supported by Russian Foundation of Basic Research, Projects 08-01-90267, 08-01-90001. The second and third authors were supported by FCT (Portugal), Research Projects SFRH/BPD/26231/2006, PTDC/EEA-ACR/75242/2006.
Keywords:Mathematical programming  Second-order necessary optimality conditions  Abnormal points
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