Second order optimality conditions based on parabolic second order tangent sets

作     者：Bonnans, JF Cominetti, R Shapiro, A 

作者机构：Inst Natl Rech Informat & Automat F-78153 Rocquencourt France Univ Chile Santiago Chile Georgia Inst Technol Sch Ind & Syst Engn Atlanta GA 30332 USA 

出 版 物：《SIAM JOURNAL ON OPTIMIZATION》 (工业与应用数学会最优化杂志)

年 卷 期：1999年第9卷第2期

页      面：466-492页

核心收录：

学科分类：07[理学] 070104[理学-应用数学] 0701[理学-数学] 

主　　题：second order optimality conditions semidefinite programming semi-infinite programming tangent sets Lagrange multipliers cone constraints duality 

摘      要：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 sufficient conditions. We show that the second order regularity condition always holds in the case of semidefinite programming.