Second-Order Necessary Optimality Conditions for Problems Without A Priori Normality Assumptions

Authors:
Aram Arutyunov;Fernando Lobo Pereira
Affiliations:
Differential Equations and Functional Analysis Dept., Peoples Friendship University of Russia, 6 Mikluka-Maklai Street, Moscow 117198, Russia;Instituto de Sistemas e Robtica, Faculdade de Engenharia da Universidade do Porto, R. Dr. Roberto Frias, 4200-465 Porto, Portugal
Venue:
Mathematics of Operations Research
Year:
2006

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Abstract

In this article, we derive second-order necessary conditions of optimality for an abstract optimization problem with equality and inequality constraints and constraints in the form of an inclusion into a given closed set. An important feature is that our optimality conditions dispense with any a priori normality assumptions, such as Robinsons constraint qualification, and remain informative even for abnormal points. Moreover, our optimality conditions take into account the second-order effect of the curvature of the set in the inclusion constraints.