inria-00073746, version 1
Second Order Necessary and Sufficient Optimality Conditions under Abstract Constraints
J. Frederic Bonnans
1Roberto CominettiAlexander Shapiro
N° RR-2952 (1996)
Résumé : In this paper we discuss second order optimality conditions in optimization problems subject to abstract constraints. Our analysis is based on various concepts of second order tangent sets and parametric duality. We introduce a condition, called second order regularity, under which there is no gap between the corresponding second order necessary and second order sufficient conditions. We show that the second order regularity always holds in the case of semi-definite programming.
- 1 : PROMATH (INRIA Rocquencourt)
- INRIA
- Domaine : Informatique/Autre
Mathématiques/Optimisation et contrôle - Mots-clés : SECOND ORDER OPTIMALITY CONDITIONS / SEMI-DEFINITE PROGRAMMING / SEMI-INFINITE PROGRAMMING / TANGENT SETS / LAGRANGE MULTIPLIERS / CONE CONSTRAINTS / DUALITY
- Référence interne : RR-2952
- Commentaire : Projet PROMATH
- inria-00073746, version 1
- http://hal.inria.fr/inria-00073746
- oai:hal.inria.fr:inria-00073746
- Contributeur : Rapport De Recherche Inria
- Soumis le : Mercredi 24 Mai 2006, 13:40:10
- Dernière modification le : Mercredi 18 Juillet 2007, 11:58:30
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