Higher-order optimality conditions for strict local minima

Bienvenido Jiménez () and Vicente Novo ()

Annals of Operations Research, 2008, vol. 157, issue 1, 183-192

Abstract: In this work, we study a nonsmooth optimization problem with generalized inequality constraints and an arbitrary set constraint. We present necessary conditions for a point to be a strict local minimizer of order k in terms of higher-order (upper and lower) Studniarski derivatives and the contingent cone to the constraint set. In the same line, when the initial space is finite dimensional, we develop sufficient optimality conditions. We also provide sufficient conditions for minimizers of order k using the lower Studniarski derivative of the Lagrangian function. Particular interest is put for minimizers of order two, using now a special second order derivative which leads to the Fréchet derivative in the differentiable case. Copyright Springer Science+Business Media, LLC 2008

Keywords: Optimality conditions; Strict minimizer of higher order (search for similar items in EconPapers)
Date: 2008
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DOI: 10.1007/s10479-007-0197-x

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