A new approach for solving nonlinear constrained mathematical programming problems that makes use of second-order derivative is presented. In this method, a modified optimization problem associated with a primal nonli...
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A new approach for solving nonlinear constrained mathematical programming problems that makes use of second-order derivative is presented. In this method, a modified optimization problem associated with a primal nonlinear programming problem is constructed that involves second-order modified objective function constituting the primal problem. The equivalence between the nonlinear original mathematical programming problem and its associated optimization problem with a second-order modified objective function is established under second-orderinvexity assumption. In this way, the procedure for obtaining the second-order sufficient conditions for the mathematical programming problems of this type is presented.
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