Optimality conditions based on the Fréchet second-order subdifferential (Q2231323)
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| Language | Label | Description | Also known as |
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| English | Optimality conditions based on the Fréchet second-order subdifferential |
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Optimality conditions based on the Fréchet second-order subdifferential (English)
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29 September 2021
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This paper studies second-order optimality conditions for constrained minimization problems. The authors consider problems in a general real Banach space. When the objective function is twice differentiable (i.e., we are in the classical setting), the authors show that strengthened second-order necessary optimality conditions hold if the constraint set is assumed to be generalized polyhedral convex (i.e., when the constraint set is the intersection of a polyhedral set with a closed affine subspace). When the objective function is just assumed to be \(C^1\)-smooth and the constraint set is generalized polyhedral convex, the authors 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. The authors apply their results to quadratic programming problems. They also show with specific examples that the hypotheses they impose cannot be relaxed.
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constrained optimization problems on Banach spaces
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second-order necessary optimality conditions
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Fréchet second-order subdifferential
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second-order tangent set
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generalized polyhedral convex set
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