DocumentCode
391018
Title
On optimality conditions for cone-constrained optimization
Author
Izmailov, A.F. ; Solodov, M.V.
Author_Institution
Dept. of Comput. Math. & Cybern., Moscow State Univ., Russia
Volume
3
fYear
2002
fDate
10-13 Dec. 2002
Firstpage
3162
Abstract
We consider feasible sets given by conic constraints, where the cone defining the constraints is convex with nonempty interior. We study the case where the feasible set is not assumed to be regular in the classical sense of Robinson and obtain a constructive description of the tangent cone under a certain new second-order regularity condition. This condition contains classical regularity as a special case, while being weaker when constraints are twice differentiable. Assuming that the cone defining the constraints is finitely generated, we also derive a special form of primal-dual optimality conditions for the corresponding constrained optimization problem. Our results subsume optimality conditions for both the classical regular and second-order regular cases, while still being meaningful in the more general setting in the sense that the multiplier associated with the objective function is nonzero.
Keywords
duality (mathematics); optimisation; set theory; classical regularity; constrained optimization; feasible set; optimality conditions; primal-dual optimality conditions; second-order regularity condition; tangent cone; Conference proceedings; Constraint optimization; Cybernetics; Lagrangian functions; Mathematics; Qualifications; Sufficient conditions;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 2002, Proceedings of the 41st IEEE Conference on
ISSN
0191-2216
Print_ISBN
0-7803-7516-5
Type
conf
DOI
10.1109/CDC.2002.1184356
Filename
1184356
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