On optimality conditions for cone-constrained optimization

Авторы: Izmailov A.F., Solodov M.V.
Сборник: Proceedings of the 41st IEEE Conference on Decision and Control
Том: 32
Тезисы
Год издания: 2002
Место издания: IEEE Piscataway, NJ, USA
Первая страница: 3162
Последняя страница: 3167
DOI: 10.1109/CDC.2002.1184356
Аннотация: 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.
Добавил в систему: Измаилов Алексей Феридович

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