Second Order Necessary and Sufficient Optimality Conditions under Abstract Constraints

Abstract : 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.
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[Research Report] RR-2952, INRIA. 1996
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J. Frederic Bonnans, Roberto Cominetti, Alexander Shapiro. Second Order Necessary and Sufficient Optimality Conditions under Abstract Constraints. [Research Report] RR-2952, INRIA. 1996. 〈inria-00073746〉

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