On second-order optimality conditions for nonlinear programming

被引：40

作者：

Andreani, R. ^{[1
]}

Martinez, J. M. ^{[1
]}

Schuverdt, M. L. ^{[1
]}

机构：

[1] Univ Estadual Campinas, IMECC, INICAMP, Dept Appl Math, BR-13081 Campinas, Brazil

来源：

OPTIMIZATION | 2007年 / 56卷 / 5-6期

基金：

巴西圣保罗研究基金会;

关键词：

nonlinear programming; necessary optiniality conditions; constraint qualifications; practical algorithins;

D O I：

10.1080/02331930701618617

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

Necessary optimality conditions for nonlinear programming are discussed in the present research. A new second-order condition is given, which depends oil a weak constant rank constraint requirement. We show that practical and publicly available algorithms (www.ime.usp.br/similar to egbirgiii/tango) of augmented Lagrangian type converge, after slight modifications, to stationary points defined by the new condition.

引用

页码：529 / 542

页数：14

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