Constructive Generalization of Classical Sufficient Second-Order Optimality Conditions
- Authors: Evtushenko Y.G.1,2,3, Tret’yakov A.A.1,4,5
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Affiliations:
- Dorodnitsyn Computing Center, Federal Research Center “Computer Science and Control” of the Russian Academy of Sciences
- Moscow Institute of Physics and Technology (State University)
- Moscow Aviation Institute (National Research University)
- System Research Institute, Polish Academy of Sciences
- Siedlce University
- Issue: Vol 100, No 1 (2019)
- Pages: 372-373
- Section: Mathematics
- URL: https://journals.rcsi.science/1064-5624/article/view/225698
- DOI: https://doi.org/10.1134/S106456241904015X
- ID: 225698
Cite item
Abstract
New sufficient second-order optimality conditions for equality constrained optimization problems are proposed, which significantly strengthen and complement classical ones and are constructive. For example, they establish the equivalence between sufficient conditions for inequality constrained optimization problems and sufficient conditions for optimality in equality constrained problems by reducing the former to equalities via introducing slack variables. Previously, in the case of classical sufficient optimality conditions, this fact was not considered to be true, that is, the existing classical sufficient conditions were not complete. Accordingly, the proposed optimality conditions complement the classical ones and solve the issue of equivalence between inequality and equality constrained problems when the former is reduced to the latter by introducing slack variables.
About the authors
Yu. G. Evtushenko
Dorodnitsyn Computing Center, Federal Research Center “Computer Science and Control” of the Russian Academyof Sciences; Moscow Institute of Physics and Technology (State University); Moscow Aviation Institute (National Research University)
Author for correspondence.
Email: yuri-evtushenko@yandex.ru
Russian Federation, Moscow, 119333; Dolgoprudnyi, Moscow oblast, 141700; Moscow, 125080
A. A. Tret’yakov
Dorodnitsyn Computing Center, Federal Research Center “Computer Science and Control” of the Russian Academyof Sciences; System Research Institute, Polish Academy of Sciences; Siedlce University
Author for correspondence.
Email: tret@ap.siedlce.pl
Russian Federation, Moscow, 119333; Warsaw, 01-447; Siedlce, 08-110