Title :
Higher-order Optimality Conditions of Strict Local Minima in Optimization Problems
Author_Institution :
Dept. of Basic Courses, Zhejiang Shuren Univ., Hangzhou, China
Abstract :
In this paper, a nonsmooth optimization problem with generalized inequality constraints and a set constraint is studied. Some necessary optimality conditions for a point to be a strict local minimizer are given by using higher-order Studniarski derivatives and the contingent cone to the constraint set. In the same line, some sufficient optimality conditions are developed in terms of the lower Studniarski derivative of the Lagrangian function when the initial space is finite dimensional. These optimality conditions are important in the study of the convergence of numerical procedures and in stability analysis for optimization problems.
Keywords :
convergence; optimisation; set theory; Lagrangian function; constraint set; contingent cone; generalized inequality constraint; higher-order Studniarski derivative; higher-order optimality condition; nonsmooth optimization problem; numerical procedure convergence; set constraint; stability analysis; strict local minima; strict local minimizer; Convergence; Lagrangian functions; Numerical stability; Optimization; Stability analysis; Sufficient conditions; TV; necessary optimality conditions; strict local minimizer; sufficient optimality conditions;
Conference_Titel :
Computational Sciences and Optimization (CSO), 2012 Fifth International Joint Conference on
Conference_Location :
Harbin
Print_ISBN :
978-1-4673-1365-0
DOI :
10.1109/CSO.2012.96