TY - JOUR
T1 - On constraint qualifications for second-order optimality conditions depending on a single Lagrange multiplier
AU - Haeser, Gabriel
AU - Ramos, Alberto
N1 - Publisher Copyright:
© 2021 Elsevier B.V.
PY - 2021/11
Y1 - 2021/11
N2 - 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.
AB - 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.
KW - Constraint qualifications
KW - Nonlinear optimization
KW - Second-order optimality conditions
UR - https://www.scopus.com/pages/publications/85118866497
U2 - 10.1016/j.orl.2021.09.008
DO - 10.1016/j.orl.2021.09.008
M3 - Article
AN - SCOPUS:85118866497
SN - 0167-6377
VL - 49
SP - 883
EP - 889
JO - Operations Research Letters
JF - Operations Research Letters
IS - 6
ER -