Optimality conditions in mathematical programming and composite optimization

Optimality conditions in mathematical programming and composite optimization

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Article ID: iaor19961404
Country: Netherlands
Volume: 67
Issue: 2
Start Page Number: 225
End Page Number: 245
Publication Date: Nov 1994
Journal: Mathematical Programming (Series A)
Authors:
Abstract:

New second order optimality conditions for mathematical programming problems and for the minimization of composite functions are presented. They are derived from a general second order Fermat’s rule for the minimization of a function over an arbitrary subset of a Banach space. The necessary conditions are more accurate than the recent results of Kawasaki and Cominetti; but, more importantly, in the finite dimensional case they are twinned with sufficient conditions which differ by the replacement of an inequality by a strict inequality. The paper points out the equivalence of the mathematical programming problem with the problem of minimizing a composite function. The conditions are especially important when one deals with functional constraints. When the cone defining the constraints is polyhedral. The paper recovers the classical conditions of Ben-Tal-Zowe and Cominetti.

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