Notes on Constraint Qualifications for Second-Order Optimality Conditions
Giorgio Giorgi
Journal of Mathematics Research, 2019, vol. 11, issue 5, 16-32
Abstract:
In the first part of this paper we point out some basic properties of the critical cones used in second-order optimality conditions and give a simple proof of a strong second-order necessary optimality condition by assuming a “modified” first-order Abadie constraint qualification. In the second part we give some insights on second-order constraint qualifications related to second-order local approximations of the feasible set.
Keywords: second-order necessary optimality conditions; second-order constraint qualifications; second-order tangent sets; Abadie-type conditions (search for similar items in EconPapers)
Date: 2019
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Persistent link: https://EconPapers.repec.org/RePEc:ibn:jmrjnl:v:11:y:2019:i:5:p:16
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