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On constraint qualifications for second-order optimality conditions depending on a single Lagrange multiplier

  • Universidade de São Paulo
  • Universidade Federal do Paraná

Research output: Contribution to journalArticlepeer-review

3 Scopus citations

Abstract

We present new constraint qualifications (CQs) to ensure the validity of some well-known second-order optimality conditions. Our main interest is on second-order conditions that can be associated with numerical methods for solving constrained optimization problems. Such conditions depend on a single Lagrange multiplier, instead of the whole set of Lagrange multipliers. For each condition, we characterize the weakest CQ that guarantees its fulfillment at local minimizers, while proposing new weak conditions implying them. Relations with other CQs are discussed.

Original languageEnglish
Pages (from-to)883-889
Number of pages7
JournalOperations Research Letters
Volume49
Issue number6
DOIs
StatePublished - Nov 2021
Externally publishedYes

Keywords

  • Constraint qualifications
  • Nonlinear optimization
  • Second-order optimality conditions

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