Second-order necessary optimality conditions for problems without a priori normality assumptions

• 成果类型: Article
• 署名作者: Arutyunov, A; Pereira, FL
• 署名单位: Peoples Friendship University of Russia; Universidade do Porto
• 刊物名称: MATHEMATICS OF OPERATIONS RESEARCH
• ISSN/ISSBN: 0364-765X
• DOI: 10.1287/moor.1050.0172
• 发表日期: 2006
• 页码: 1-12
• 关键词: metric regularity; tangent sets

摘要

In this article, we derive second-order necessary conditions of optimality for an abstract optimization problem with equality and inequality constraints and constraints in the form of an inclusion into a given closed set. An important feature is that our optimality conditions dispense with any a priori normality assumptions, such as Robinson's constraint qualification, and remain informative even for abnormal points. Moreover, our optimality conditions take into account the second-order effect of the curvature of the set in the inclusion constraints.