Second-order sufficient condition for ˜ -stable functions

Dušan Bednařík; Karel Pastor

Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica (2007)

  • Volume: 46, Issue: 1, page 7-18
  • ISSN: 0231-9721

Abstract

top
The aim of our article is to present a proof of the existence of local minimizer in the classical optimality problem without constraints under weaker assumptions in comparisons with common statements of the result. In addition we will provide rather elementary and self-contained proof of that result.

How to cite

top

Bednařík, Dušan, and Pastor, Karel. "Second-order sufficient condition for $\tilde{\ell }$-stable functions." Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica 46.1 (2007): 7-18. <http://eudml.org/doc/32457>.

@article{Bednařík2007,
abstract = {The aim of our article is to present a proof of the existence of local minimizer in the classical optimality problem without constraints under weaker assumptions in comparisons with common statements of the result. In addition we will provide rather elementary and self-contained proof of that result.},
author = {Bednařík, Dušan, Pastor, Karel},
journal = {Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica},
keywords = {second-order derivative; $C^\{1,1\}$ function; stable function; isolated minimizer of order 2; second-order derivative; function; stable function; isolated minimizer of order 2},
language = {eng},
number = {1},
pages = {7-18},
publisher = {Palacký University Olomouc},
title = {Second-order sufficient condition for $\tilde\{\ell \}$-stable functions},
url = {http://eudml.org/doc/32457},
volume = {46},
year = {2007},
}

TY - JOUR
AU - Bednařík, Dušan
AU - Pastor, Karel
TI - Second-order sufficient condition for $\tilde{\ell }$-stable functions
JO - Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica
PY - 2007
PB - Palacký University Olomouc
VL - 46
IS - 1
SP - 7
EP - 18
AB - The aim of our article is to present a proof of the existence of local minimizer in the classical optimality problem without constraints under weaker assumptions in comparisons with common statements of the result. In addition we will provide rather elementary and self-contained proof of that result.
LA - eng
KW - second-order derivative; $C^{1,1}$ function; stable function; isolated minimizer of order 2; second-order derivative; function; stable function; isolated minimizer of order 2
UR - http://eudml.org/doc/32457
ER -

References

top
  1. Bednařík D., Pastor K., Elimination of strict convergence in optimization, SIAM J. Control Optim. 43, 3 (2004), 1063–1077. Zbl1089.49023MR2114389
  2. Bednařík D., Pastor K., On second-order conditions in unconstrained optimization, Math. Programming, in print; online: http://www.springerlink.com/content/tt7g83q36243l144/ Zbl1211.90276
  3. Bednařík D., Pastor K., Erratum to Elimination of strict convergence in optimization, SIAM J. Control Optim. 45 (2006), 382–387. MR2225311
  4. Ben-Tal A., Zowe J., Directional derivatives in nonsmooth optimization, J. Optim. Theory Appl. 47 (1985), 483–490. (1985) Zbl0556.90074MR0818873
  5. Cominetti R., Correa R., A generalized second-order derivative in nonsmooth optimization, , SIAM J. Control Optim. 28 (1990), 789–809. (1990) Zbl0714.49020MR1051624
  6. Ginchev I., Guerraggio A., Rocca M., From scalar to vector optimization, Appl. Math. 51 (2006), 5–36. Zbl1164.90399MR2197320
  7. Hiriart-Urruty J. B., Strodiot J. J., Nguyen V. H., Generalized Hessian matrix and second-order optimality conditions for problems with C 1 , 1 data, Appl. Math. Optim. 11 (1984), 43–56. (1984) MR0726975
  8. Klatte D., Tammer K., On second-order sufficient optimality conditions for C 1 , 1 optimization problems, Optimization 19 (1988), 169–179. (1988) MR0948388
  9. Liu L., Křížek M., The second order optimality conditions for nonlinear mathematical programming with C 1 , 1 data, Appl. Math. 42 (1997), 311–320. (1997) MR1453935
  10. Qi L., Superlinearly convergent approximate Newton methods for L C 1 optimization problem, Math. Programming 64 (1994), 277–294. (1994) Zbl0820.90102MR1286451
  11. Qi L., L C 1 functions and L C 1 optimization, Operations Research and its applications (D.Z. Du, X.S. Zhang and K. Cheng eds.), World Publishing, Beijing, 1996, pp. 4–13. (1996) Zbl1058.68504
  12. Torre D. L., Rocca M., Remarks on second order generalized derivatives for differentiable functions with Lipschitzian jacobian, Applied Mathematics E-Notes 3 (2003), 130–137. Zbl1057.49016MR1995642
  13. Zorich V. A.: Mathematical Analysis., Springer-Verlag, Berlin, , 2004. 

NotesEmbed ?

top

You must be logged in to post comments.

To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.

Only the controls for the widget will be shown in your chosen language. Notes will be shown in their authored language.

Tells the widget how many notes to show per page. You can cycle through additional notes using the next and previous controls.

    
                

Note: Best practice suggests putting the JavaScript code just before the closing </body> tag.