Second order optimality conditions based on parabolic second order tangent sets

被引:125
作者
Bonnans, JF
Cominetti, R
Shapiro, A
机构
[1] Inst Natl Rech Informat & Automat, F-78153 Rocquencourt, France
[2] Univ Chile, Santiago, Chile
[3] Georgia Inst Technol, Sch Ind & Syst Engn, Atlanta, GA 30332 USA
关键词
second order optimality conditions; semidefinite programming; semi-infinite programming; tangent sets; Lagrange multipliers; cone constraints; duality;
D O I
10.1137/S1052623496306760
中图分类号
O29 [应用数学];
学科分类号
070104 [应用数学];
摘要
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 condition always holds in the case of semidefinite programming.
引用
收藏
页码:466 / 492
页数:27
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