Second Order Necessary and Sufficient Optimality Conditions under Abstract Constraints
نویسندگان
چکیده
In this paper we discuss second order optimality conditions in optimization problems subject to abstract constraints. Our analysis is based on various concepts of second order tangent sets and parametric duality. We introduce a condition, called second order regularity, under which there is no gap between the corresponding second order necessary and second order suucient conditions. We show that the second order regularity always holds in the case of semi-deenite programming. Conditions n ecessaires et suusantes d'optimalit e du deuxi eme ordre sous des contraintes abstraites R esum e : Cet article pr esente des conditions d'optimalit e du deuxi eme ordre pour des probl emes d'optimisation soumis a des contraintes abstraites. L'analyse est bas ee sur divers concepts d'ensemble tangents du deuxi eme ordre et sur la dualit e param etrique. Nous introduisons la condition de r egularit e du deuxi eme ordre sous laquelle il n'y a pas d' ecart entre les conditions n ecessaires et suusantes du deuxi eme ordre. Nous montrons que cette condition est toujours satisfaite dans le cas de l'optimisation semi d eenie. Mots-cl e : Conditions d'optimalit e du deuxi eme ordre, optimisation semi d eenie, opti-misation semi-innnie, ensembles tangents, multiplicateurs de Lagrange, contraints de c^ one, dualit e Second order necessary and suucient optimality conditions under abstract constraints 3
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تاریخ انتشار 1996