Second‐Order Optimality Conditions in Minimax Optimization Problems

Second‐Order Optimality Conditions in Minimax Optimization Problems

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Article ID: iaor20131998
Volume: 156
Issue: 3
Start Page Number: 567
End Page Number: 590
Publication Date: Mar 2013
Journal: Journal of Optimization Theory and Applications
Authors: ,
Keywords: minimax problem, Lipschitz continuity
Abstract:

The paper primarily is concerned with the second‐order optimality conditions for minimax problems, where the constraints are described by a set inclusion and a finite number of equalities, and where all the functions involved are Fréchet differentiable with locally Lipschitz derivatives. We make use of the Mangasarian Fromovitz regularity conditions and of the second‐order Abadie regularity conditions.

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