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Second-order optimality conditions for vector nonlinear programming problems with inequality constraints are studied in this paper. We introduce a new second-order constraint qualification, which includes Mangasarian-Fromovitz constraint…

Optimization and Control · Mathematics 2019-06-11 Vsevolod I. Ivanov

Optimality conditions in the form of a variational inequality are proved for a class of constrained optimal control problems of stochastic differential equations. The cost function and the inequality constraints are functions of the…

Optimization and Control · Mathematics 2018-02-13 Laurent Pfeiffer

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…

Optimization and Control · Mathematics 2020-01-15 Helmut Gfrerer , Jane Ye , Jinchuan Zhou

In the work, the property of the second-order subdifferential is studied and second-order optimality conditions are obtained for the minimization problem. We also obtained necessary and sufficient conditions for an extremum for the extremal…

Optimization and Control · Mathematics 2017-10-23 M. A. Sadygov

This paper develops a novel approach to necessary optimality conditions for constrained variational problems defined in generally incomplete subspaces of absolutely continuous functions. Our approach involves reducing a variational problem…

Optimization and Control · Mathematics 2021-11-01 Ashkan Mohammadi , Boris Mordukhovich

The paper introduces several new concepts for solving nonconvex or nonsmooth optimization problems, including convertible nonconvex function, exact convertible nonconvex function and differentiable convertible nonconvex function. It is…

Optimization and Control · Mathematics 2022-01-13 Min Jiang , Rui Shen , Zhiqing Meng , Chuangyin Dang

This paper is devoted to the theoretical and numerical investigation of an augmented Lagrangian method for the solution of optimization problems with geometric constraints. Specifically, we study situations where parts of the constraints…

Optimization and Control · Mathematics 2022-04-20 Xiaoxi Jia , Christian Kanzow , Patrick Mehlitz , Gerd Wachsmuth

This work is a continuation of the previous one in [{\it Optimization} (2023)], where the existence of optimal solutions and first-order necessary optimality conditions in both Pontryagin's maximum principle form and the variational form…

Optimization and Control · Mathematics 2024-10-01 Cung The Anh , Nguyen Hai Ha Giang

This article develops optimality conditions for a large class of non-smooth variational models. The main results are based on standard tools of functional analysis and calculus of variations. Firstly we address a model with equality…

Functional Analysis · Mathematics 2023-01-23 Fabio Silva Botelho

We employ a fuzzy optimality condition for the Frechet subdifferential and some advanced techniques of variational analysis such as formulae for the subdifferentials of an infinite family of nonsmooth functions and the coderivative…

Optimization and Control · Mathematics 2022-11-16 Maryam Saadati , Morteza Oveisiha

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…

Optimization and Control · Mathematics 2021-10-06 Benyamin Ghojogh , Ali Ghodsi , Fakhri Karray , Mark Crowley

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…

Optimization and Control · Mathematics 2025-03-04 Huimin Li , Yuya Yamakawa , Ellen H. Fukuda , Nobuo Yamashita

A broad class of optimization problems can be cast in composite form, that is, considering the minimization of the composition of a lower semicontinuous function with a differentiable mapping. This paper investigates the versatile template…

Optimization and Control · Mathematics 2024-08-07 Alberto De Marchi , Patrick Mehlitz

The aim of this note is to give a geometric insight into the classical second order optimality conditions for equality-constrained minimization problem. We show that the Hessian's positivity of the Lagrangian function associated to the…

Optimization and Control · Mathematics 2022-09-13 Luca Amodei

We provide a generalization of first-order necessary conditions of optimality for infinite-dimensional optimization problems with a finite number of inequality constraints and with a finite number of inequality and equality constraints. Our…

Optimization and Control · Mathematics 2020-01-22 Hasan Yilmaz

This paper addresses problems of second-order cone programming important in optimization theory and applications. The main attention is paid to the augmented Lagrangian method (ALM) for such problems considered in both exact and inexact…

Optimization and Control · Mathematics 2021-07-07 Nguyen T. V. Hang , Boris S. Mordukhovich , M. Ebrahim Sarabi

This paper is concerned with second-order optimality conditions for Tikhonov regularized optimal control problems governed by the obstacle problem. Using a simple observation that allows to characterize the structure of optimal controls on…

Optimization and Control · Mathematics 2019-06-24 Constantin Christof , Gerd Wachsmuth

We discuss first order optimality conditions for geometric optimization problems with Neumann boundary conditions and boundary observation. The methods we develop here are applicable to large classes of state systems or cost functionals.…

Optimization and Control · Mathematics 2022-10-07 Dan Tiba

We investigate optimality conditions for optimization problems constrained by a class of variational inequalities of the second kind. Based on a nonsmooth primal-dual reformulation of the governing inequality, the differentiability of the…

Optimization and Control · Mathematics 2014-07-08 Juan-Carlos De Los Reyes , Christian Meyer

Second-order sufficient conditions for local optimality have been playing an important role in local convergence analysis of optimization algorithms. In this paper, we demonstrate that this condition alone suffices to justify the linear…

Optimization and Control · Mathematics 2021-05-04 Nguyen T. V. Hang , M. Ebrahim Sarabi