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New Constraint Qualifications with Second-Order Properties in Nonlinear Optimization

Full text
Author(s):
Haeser, G. ; Ramos, A.
Total Authors: 2
Document type: Journal article
Source: JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS; v. 184, n. 2, p. 13-pg., 2019-11-08.
Abstract

In this paper, we present and discuss new constraint qualifications to ensure the validity of well-known second-order properties in nonlinear optimization. Here, we discuss conditions related to the so-called basic second-order condition, where a new notion of polar pairing is introduced in order to replace the polar operation, useful in the first-order case. We then proceed to define our second-order constraint qualifications, where we present an approach similar to the Guignard constraint qualification in the first-order case. (AU)

FAPESP's process: 17/18308-2 - Second-order optimality conditions and algorithms
Grantee:Gabriel Haeser
Support Opportunities: Regular Research Grants
FAPESP's process: 18/24293-0 - Computational methods in optimization
Grantee:Sandra Augusta Santos
Support Opportunities: Research Projects - Thematic Grants
FAPESP's process: 13/05475-7 - Computational methods in optimization
Grantee:Sandra Augusta Santos
Support Opportunities: Research Projects - Thematic Grants