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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| Vydané v: | Journal of global optimization Ročník 81; číslo 2; s. 351 - 365 |
|---|---|
| Hlavní autori: | , |
| Médium: | Journal Article |
| Jazyk: | English |
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New York
Springer US
01.10.2021
Springer Springer Nature B.V |
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| ISSN: | 0925-5001, 1573-2916 |
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| Abstract | 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. |
|---|---|
| AbstractList | 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 [Formula omitted]-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 [Formula omitted]-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. 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 C2-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 C1-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. 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. |
| Audience | Academic |
| Author | An, D. T. V. Yen, N. D. |
| Author_xml | – sequence: 1 givenname: D. T. V. surname: An fullname: An, D. T. V. email: andtv@tnus.edu.vn organization: Department of Mathematics and Informatics, Thai Nguyen University of Sciences – sequence: 2 givenname: N. D. surname: Yen fullname: Yen, N. D. organization: Institute of Mathematics, Vietnam Academy of Science and Technology |
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| Cites_doi | 10.1080/01630563.2017.1387863 10.1137/0115056 10.1016/j.na.2010.08.029 10.1007/3-540-31246-3 10.1007/s10957-018-1296-3 10.1080/02331934.2019.1614179 10.1137/S1052623496309296 10.1137/120887722 10.1007/BF00934107 10.1007/BF01585095 10.1007/s10957-016-0980-4 10.1515/9781400841059 10.1007/978-0-387-74503-9 10.1007/BF01582222 10.1007/978-1-4612-1394-9 10.1137/110852528 10.1007/s11228-010-0136-x 10.1137/S0363012996311095 10.1016/j.na.2010.09.001 10.1515/9781400873173 10.1007/s10898-019-00763-4 |
| ContentType | Journal Article |
| Copyright | The Author(s), under exclusive licence to Springer Science+Business Media, LLC, part of Springer Nature 2021 COPYRIGHT 2021 Springer The Author(s), under exclusive licence to Springer Science+Business Media, LLC, part of Springer Nature 2021. |
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| Keywords | Second-order tangent set 90C20 90C30 49J53 90C46 Fréchet second-order subdifferential Second-order necessary optimality conditions Generalized polyhedral convex set 49K27 Constrained optimization problems on Banach spaces |
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| Snippet | This paper focuses on second-order necessary optimality conditions for constrained optimization problems on Banach spaces. For problems in the classical... |
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| SubjectTerms | Banach spaces Computer Science Constraints Hypotheses Mathematical functions Mathematical programming Mathematics Mathematics and Statistics Operations Research/Decision Theory Optimization Real Functions |
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| Title | Optimality conditions based on the Fréchet second-order subdifferential |
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