Second-order global optimality conditions for convex composite optimization

被引:48
作者
Yang, XQ [1 ]
机构
[1] Univ Western Australia, Dept Math, Nedlands, WA 6009, Australia
关键词
convex composite function; second-order global optimality; second-order duality; variational inequality;
D O I
10.1007/BF01580087
中图分类号
TP31 [计算机软件];
学科分类号
081202 ; 0835 ;
摘要
In recent years second-order sufficient conditions of an isolated local minimizer for convex composite optimization problems have been established. In this paper, second-order optimality conditions are obtained of a global minimizer for convex composite problems with a non-finite valued convex function and a twice strictly differentiable function by introducing a generalized representation condition. This result is applied to a minimization problem with a closed convex set constraint which is shown to satisfy the basic constraint qualification. In particular, second-order necessary and sufficient conditions of a solution for a variational inequality problem with convex composite inequality constraints are obtained. (C) 1998 The Mathematical Programming Society, Inc. Published by Elsevier Science B.V.
引用
收藏
页码:327 / 347
页数:21
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