Higher-order optimality conditions for strict local minima

Higher-order optimality conditions for strict local minima

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Article ID: iaor2009634
Country: Netherlands
Volume: 157
Issue: 1
Start Page Number: 183
End Page Number: 192
Publication Date: Jan 2008
Journal: Annals of Operations Research
Authors: ,
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.

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