Related papers: Second-order KKT optimality conditions for multi-o…
We extend in two ways the standard Karush-Kuhn-Tucker optimality conditions to problems with a convex objective, convex functional constraints, and the extra requirement that some of the variables must be integral. While the standard…
The paper puts forward sufficient conditions for local controllability of a control dynamical system. The results obtained are meaningful in the case when the linear approximation to this system is not completely controllable. As a…
In this paper, we introduce the second-order subdifferentials for functions which are G\^ateaux differentiable on an open set and whose G\^ateaux derivative mapping is locally Lipschitz. Based on properties of this kind of second-order…
Most existing work focuses on the generalization of KKT for nonsmooth convex optimization problems, but this paper explores a generalized form of Karush-Kuhn-Tucker (KKT) conditions for real continuous optimization problems.
We study local controllability and optimal control problems for invertible discrete-time control systems. We present second order necessary conditions for optimality and sufficient conditions for local controllability. The conditions are…
In this article we study optimal control problems for systems that are affine with respect to some of the control variables and nonlinear in relation to the others. We consider finitely many equality and inequality constraints on the…
This paper characterizes the well-posedness of Karush-Kuhn-Tucker system for perturbed composite optimization. Using the parabolic regularity, we introduce a novel second-order variational function, shown to be the pivotal object governing…
Second-order optimality conditions are essential for nonsmooth optimization, where both the objective and constraint functions are Lipschitz continuous and second-order directionally differentiable. This paper provides no-gap second-order…
This paper is devoted to study of optimality conditions at infinity in nonsmooth minimax programming problems and applications. By means of the limiting subdifferential and normal cone at infinity, we dirive necessary and sufficient…
Most numerical methods developed for solving nonlinear programming problems are designed to find points that satisfy certain optimality conditions. While the Karush-Kuhn-Tucker conditions are well-known, they become invalid when constraint…
This paper is devoted to studying the robust isolated calmness of the Karush-Kuhn-Tucker (KKT) solution mapping for a large class of interesting conic programming problems (including most commonly known ones arising from applications) at a…
This paper addresses the class of continuous-time nonlinear programming problems with equality and inequality constraints. The paper presents necessary optimality conditions of the sequential form. To be more precise, a sequence of…
In this manuscript, we consider a control system governed by a general ordinary differential equation on a Riemannian manifold, with its endpoints satisfying some inequalities and equalities, and its control constrained to a closed convex…
This is a tutorial and survey paper on Karush-Kuhn-Tucker (KKT) conditions, first-order and second-order numerical optimization, and distributed optimization. After a brief review of history of optimization, we start with some preliminaries…
In this paper, we analyze optimal control problems governed by semilinear parabolic equations. Box constraints for the controls are imposed and the cost functional involves the state and possibly a sparsity-promoting term, but not a…
The necessary conditions for an optimal control of a stochastic control problem with recursive utilities is investigated. The first order condition is the the well-known Pontryagin type maximum principle. When the optimal control satisfying…
Second-order optimality conditions of the bilevel programming problems are dependent on the second-order directional derivatives of the value functions or the solution mappings of the lower level problems under some regular conditions,…
We study the singular stochastic optimal control problem with model uncertainty, where the necessary conditions determined by the corresponding maximum principle are trivial. Robust integral form and pointwise second order necessary…
Given a non-convex optimization problem, we study conditions under which every Karush-Kuhn-Tucker (KKT) point is a global optimizer. This property is known as KT-invexity and allows to identify the subset of problems where an interior point…
In this paper we study second-order optimality conditions for non-convex set-constrained optimization problems. For a convex set-constrained optimization problem, it is well-known that second-order optimality conditions involve the support…