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image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Mathematical Program...arrow_drop_down
image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao
Mathematical Programming
Article . 1994 . Peer-reviewed
License: Springer TDM
Data sources: Crossref
image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao
zbMATH Open
Article . 1994
Data sources: zbMATH Open
DBLP
Article . 1994
Data sources: DBLP
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Optimality conditions in mathematical programming and composite optimization

Authors: Jean-Paul Penot;

Optimality conditions in mathematical programming and composite optimization

Abstract

In a very clear manner and with all important proofs new second-order necessary optimality conditions are derived for the problems \(({\mathcal M})\): \(j(x)\to \inf\), s.t. \(x\in B\cap k^{- 1}(C)\), and \(({\mathcal C})\): \(f(x):= g(h(x))\to \inf\), s.t. \(x\in D\) where \(j: X\to \mathbb{R}\), \(k: X\to Z\) are twice differentiable at some point \(a\) of \(F:= B\cap k^{- 1}(C)\), \(B\) and \(C\) being closed convex subsets of the Banach spaces \(X\), and \(Z\), resp. and where \(h: X\to Y\) is twice differentiable, \(g: Y\to \mathbb{R}\) is a closed proper convex function, \(Y\) is a Banach space and \(D\) is a closed convex subset of \(X\). At first the author derives a general second-order optimality condition for the problem \(({\mathcal P})\): \(f(x)\to \inf\), s.t. \(x\in F\) where \(f: X\to \mathbb{R}\) defines a continuous linear map \(f'(a): X\to \mathbb{R}\) and a continuous bilinear map \(f''(a): X\times X\to \mathbb{R}\) such that \(\lim_{(t, u)\to (0, x)} t^{- 2}[f(a+ tu)- f(a)- tf'(a) u- 0.5t^2 f''(a)uu]= 0\) for all \(x\in X\) and where the feasible set \(F\) belongs to an arbitrary topological vector space \(X\). Using the contingent cone \(F'(a)\) to \(F\) at \(a\in F\) and the (superior) second-order tangent set \(F''(a, v)\) to \(F\) at \(a\in F\) in the direction \(v\in X\) defined by \(F''(a, v):= \limsup_{t\to 0+} 2t^{- 2}(F- a- tv)\) the following second-order condition holds: If \(a\) is a local solution of \(({\mathcal P})\) then (i) \(f'(a)v\geq 0\) for each \(u\in F'(a)\) and (ii) \((a)vv+ \lim_{(t, u)\to (0, x), a+ tu\in F} f'(a)t^{- 1}(u- v)\geq 0\) for each \(v\in F'(a)\cap \ker f'(a)\). Under metrical regularity for the mapping \(k\) (some Ljusternik-like condition) and some Zowe/Kurcyusz-like regularity condition of \(k'\) w.r.t. \(B'(a)\) and \(C'(k'(a))\) a second-order condition of Lagrange type is derived from the above geometrical condition for \(({\mathcal M})\). Further the equivalence of the problems \(({\mathcal M})\) and \(({\mathcal C})\) is shown. After considering compound tangent sets and compound derivatives of second-order, a second-order necessary condition for \(({\mathcal C})\) is again derived from the above geometrical condition. If the space \(X\) is finite-dimensional then the strict inequality in (ii) (and in the other not mentioned conditions of second-order) gives second- order sufficient conditions of optimality.

Keywords

Programming in abstract spaces, contingent cone, Nonlinear programming, Nonsmooth analysis, Optimality conditions for problems in abstract spaces, second-order necessary optimality conditions

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
70
Top 10%
Top 10%
Average
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