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Necessary Optimality Conditions for Problems with Equality and Inequality Constraints: Abnormal Case

Author

Listed:
  • A. V. Arutyunov

    (Peoples Friendship Russian University)

  • D. Y. Karamzin

    (Russian Academy of Sciences)

  • F. L. Pereira

    (University of Porto, Institute for Systems & Robotics)

Abstract

This article concerns second-order necessary conditions for an abnormal local minimizer of a nonlinear optimization problem with equality and inequality constraints. The obtained optimality conditions improve the ones available in the literature in that the associated set of Lagrange multipliers is the smallest possible.

Suggested Citation

  • A. V. Arutyunov & D. Y. Karamzin & F. L. Pereira, 2009. "Necessary Optimality Conditions for Problems with Equality and Inequality Constraints: Abnormal Case," Journal of Optimization Theory and Applications, Springer, vol. 140(3), pages 391-408, March.
    • Handle: RePEc:spr:joptap:v:140:y:2009:i:3:d:10.1007_s10957-008-9456-5
    DOI: 10.1007/s10957-008-9456-5
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    References listed on IDEAS

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    1. Aram Arutyunov & Fernando Lobo Pereira, 2006. "Second-Order Necessary Optimality Conditions for Problems Without A Priori Normality Assumptions," Mathematics of Operations Research, INFORMS, vol. 31(1), pages 1-12, February.
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