• 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