Name
Abstract | ||
|---|---|---|
In this paper we discuss second order optimality conditions in optimization problems subject to abstract constraints. Our analysis is based on various concepts of second order tangent sets and parametric duality. We introduce a condition, called second order regularity, under which there is no gap between the corresponding second order necessary and second order sufficient conditions. We show that the second order regularity condition always holds in the case of semidefinite programming. |
Year | DOI | Venue |
|---|---|---|
1999 | 10.1137/S1052623496306760 | SIAM Journal on Optimization |
Keywords | Field | DocType |
second order optimality conditions,semidefinite programming,semi-infinite programming,tangent sets,Lagrange multipliers,cone constraints,duality | Mathematical optimization,Lagrange multiplier,Semi-infinite programming,Parametric statistics,Duality (optimization),Tangent,Optimization problem,Mathematics,Semidefinite programming,Parabola | Journal |
Volume | Issue | ISSN |
9 | 2 | 1052-6234 |
Citations | PageRank | References |
27 | 3.13 | 6 |
Authors | ||
3 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| J. Frédéric Bonnans | 1 | 323 | 51.44 |
| Roberto Cominetti | 2 | 170 | 21.27 |
| Alexander Shapiro | 3 | 1273 | 147.62 |