New Constraint Qualifications with Second-Order Properties in Nonlinear Optimization
G. Haeser () and
A. Ramos ()
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G. Haeser: University of São Paulo
A. Ramos: Federal University of Paraná
Journal of Optimization Theory and Applications, 2020, vol. 184, issue 2, No 9, 494-506
Abstract:
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.
Keywords: Nonlinear optimization; Constraint qualifications; Second-order optimality conditions; 90C30; 90C46 (search for similar items in EconPapers)
Date: 2020
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DOI: 10.1007/s10957-019-01603-x
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