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On a Conjecture in Second-Order Optimality Conditions

  • Universidade Federal de Santa Catarina
  • Universidade de São Paulo
  • Universidade Federal do Paraná
  • Universidade Federal do Acre

Research output: Contribution to journalArticlepeer-review

9 Scopus citations

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 languageEnglish
Pages (from-to)625-633
Number of pages9
JournalJournal of Optimization Theory and Applications
Volume176
Issue number3
DOIs
StatePublished - 1 Mar 2018
Externally publishedYes

Keywords

  • Constraint qualifications
  • Nonlinear optimization
  • Second-order optimality conditions
  • Singular value decomposition

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