On a Conjecture in Second-Order Optimality Conditions

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Resumen

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.

Idioma originalInglés
Páginas (desde-hasta)625-633
Número de páginas9
PublicaciónJournal of Optimization Theory and Applications
Volumen176
N.º3
DOI
EstadoPublicada - 1 mar. 2018
Publicado de forma externa

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