New Second-Order Optimality Conditions for a Class of Differentiable Optimization Problems

New Second-Order Optimality Conditions for a Class of Differentiable Optimization Problems

0.00 Avg rating0 Votes
Article ID: iaor20163683
Volume: 171
Issue: 1
Start Page Number: 27
End Page Number: 44
Publication Date: Oct 2016
Journal: Journal of Optimization Theory and Applications
Authors: ,
Keywords: heuristics, programming: geometric
Abstract:

In the present paper, we focus on the optimization problems, where objective functions are Fréchet differentiable, and whose gradient mapping is locally Lipschitz on an open set. We introduce the concept of second‐order symmetric subdifferential and its calculus rules. By using the second‐order symmetric subdifferential, the second‐order tangent set and the asymptotic second‐order tangent cone, we establish some second‐order necessary and sufficient optimality conditions for optimization problems with geometric constraints. Examples are given to illustrate the obtained results.

Reviews

Required fields are marked *. Your email address will not be published.