TY - JOUR
T1 - On a Conjecture in Second-Order Optimality Conditions
AU - Behling, Roger
AU - Haeser, Gabriel
AU - Ramos, Alberto
AU - Viana, Daiana S.
N1 - Publisher Copyright:
© 2018, Springer Science+Business Media, LLC, part of Springer Nature.
PY - 2018/3/1
Y1 - 2018/3/1
N2 - 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.
AB - 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.
KW - Constraint qualifications
KW - Nonlinear optimization
KW - Second-order optimality conditions
KW - Singular value decomposition
UR - https://www.scopus.com/pages/publications/85042062595
U2 - 10.1007/s10957-018-1229-1
DO - 10.1007/s10957-018-1229-1
M3 - Article
AN - SCOPUS:85042062595
SN - 0022-3239
VL - 176
SP - 625
EP - 633
JO - Journal of Optimization Theory and Applications
JF - Journal of Optimization Theory and Applications
IS - 3
ER -