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Optimality conditions based on the Fréchet second-order subdifferential

This paper focuses on second-order necessary optimality conditions for constrained optimization problems on Banach spaces. For problems in the classical setting, where the objective function is C 2 -smooth, we show that strengthened second-order necessary optimality conditions are valid if the const...

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Bibliographic Details
Published in:Journal of global optimization 2021-10, Vol.81 (2), p.351-365
Main Authors: An, D. T. V., Yen, N. D.
Format: Article
Language:English
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Summary:This paper focuses on second-order necessary optimality conditions for constrained optimization problems on Banach spaces. For problems in the classical setting, where the objective function is C 2 -smooth, we show that strengthened second-order necessary optimality conditions are valid if the constraint set is generalized polyhedral convex. For problems in a new setting, where the objective function is just assumed to be C 1 -smooth and the constraint set is generalized polyhedral convex, we establish sharp second-order necessary optimality conditions based on the Fréchet second-order subdifferential of the objective function and the second-order tangent set to the constraint set. Three examples are given to show that the used hypotheses are essential for the new theorems. Our second-order necessary optimality conditions refine and extend several existing results.
ISSN:0925-5001
1573-2916
DOI:10.1007/s10898-021-01011-4