Author/Authors :
Ivan Ginchev، نويسنده , , Vsevolod I. Ivanov ?، نويسنده ,
Abstract :
In this paper we obtain second-order optimality conditions of Karush–Kuhn–Tucker type and Fritz John one for a problem
with inequality constraints and a set constraint in nonsmooth settings using second-order directional derivatives. In the necessary
conditions we suppose that the objective function and the active constraints are continuously differentiable, but their gradients
are not necessarily locally Lipschitz. In the sufficient conditions for a global minimum ¯x we assume that the objective function
is differentiable at ¯x and second-order pseudoconvex at ¯x, a notion introduced by the authors [I. Ginchev, V.I. Ivanov, Higherorder
pseudoconvex functions, in: I.V. Konnov, D.T. Luc, A.M. Rubinov (Eds.), Generalized Convexity and Related Topics, in:
Lecture Notes in Econom. and Math. Systems, vol. 583, Springer, 2007, pp. 247–264], the constraints are both differentiable and
quasiconvex at ¯x. In the sufficient conditions for an isolated local minimum of order two we suppose that the problem belongs
to the class C1,1. We show that they do not hold for C1 problems, which are not C1,1 ones. At last a new notion parabolic local
minimum is defined and it is applied to extend the sufficient conditions for an isolated local minimum from problems with C1,1
data to problems with C1 one.
© 2007 Elsevier Inc. All rights reserved.
Keywords :
Nonsmooth optimization , Second-order directional derivatives , Second-order optimality conditions , Second-order pseudoconvexfunctions , Quasiconvex functions