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 language | English |
|---|---|
| Pages (from-to) | 883-889 |
| Number of pages | 7 |
| Journal | Operations Research Letters |
| Volume | 49 |
| Issue number | 6 |
| DOIs | |
| State | Published - Nov 2021 |
| Externally published | Yes |
Keywords
- Constraint qualifications
- Nonlinear optimization
- Second-order optimality conditions
Fingerprint
Dive into the research topics of 'On constraint qualifications for second-order optimality conditions depending on a single Lagrange multiplier'. Together they form a unique fingerprint.Cite this
- APA
- Author
- BIBTEX
- Harvard
- Standard
- RIS
- Vancouver