Abstract
In this paper, we deal with a conjecture formulated in Andreani et al. (Optimization 56:529–542, 2007), which states that whenever a local minimizer of a nonlinear optimization problem fulfills the Mangasarian–Fromovitz constraint qualification and the rank of the set of gradients of active constraints increases at most by one in a neighborhood of the minimizer, a second-order optimality condition that depends on one single Lagrange multiplier is satisfied. This conjecture generalizes previous results under a constant rank assumption or under a rank deficiency of at most one. We prove the conjecture under the additional assumption that the Jacobian matrix has a smooth singular value decomposition. Our proof also extends to the case of the strong second-order condition, defined in terms of the critical cone instead of the critical subspace.
| Original language | English |
|---|---|
| Pages (from-to) | 625-633 |
| Number of pages | 9 |
| Journal | Journal of Optimization Theory and Applications |
| Volume | 176 |
| Issue number | 3 |
| DOIs | |
| State | Published - 1 Mar 2018 |
| Externally published | Yes |
Keywords
- Constraint qualifications
- Nonlinear optimization
- Second-order optimality conditions
- Singular value decomposition
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