Article ID: | iaor1989752 |
Country: | United States |
Volume: | 14 |
Issue: | 3 |
Start Page Number: | 462 |
End Page Number: | 484 |
Publication Date: | Aug 1989 |
Journal: | Mathematics of Operations Research |
Authors: | Rockafellar R. Tyrrell |
Second-order optimality conditions for finite-dimensional smooth and nonsmooth nonlinear programming are obtained by a new method that emphasizes a close connection with geometrical approximation of the essential objective function. The approximation is secured by the use of certain epi-derivatives defined by epiconvergence. The optimality conditions are expressed in a form that covers general interval constraints and their possible representation through penalties or an augmented Lagrangian. An abstract constraint involving restriction to a convex polyhedron is incorporated.