We consider an optimization problem subject to an abstract constraint and finitely many nonlinear constraints. Using the recently introduced concept of n-polyhedricity, we are able to provide second-order optimality conditions under weak regularity assumptions. In particular, we prove necessary optimality conditions of first and second order under the constraint qualification of Robinson, Zowe and Kurcyusz. Similarly, sufficient optimality conditions are stated. The gap between both conditions is as small as possible.

Contact details are reproduced from the original publication and may be historical.

Gerd Wachsmuth

Brandenburgische Technische Universität Cottbus-Senftenberg, Institut für Mathematik, 03046 Cottbus, Germany

wachsmuth@b-tu.de
  1. J. F. Bonnans, A. Shapiro: Perturbation Analysis of Optimization Problems, Springer, Berlin (2000).https://doi.org/10.1007/978-1-4612-1394-9Google Scholar
  2. J. F. Bonnans, H. Zidani: Optimal control problems with partially polyhedric constraints, SIAM J. Control Optimization 37(6) (1999) 1726–1741.https://doi.org/10.1137/S0363012998333724Google Scholar
  3. E. Casas, F. Tröltzsch: Second-order necessary optimality conditions for some state-constrained control problems of semilinear elliptic equations, Appl. Math. Optimization 39(2) (1999) 211–227.https://doi.org/10.1007/s002459900104Google Scholar
  4. E. Casas, F. Tröltzsch: Second-order necessary and sufficient optimality conditions for optimization problems and applications to control theory, SIAM J. Optimization 13(2) (2002) 406–431.https://doi.org/10.1137/S1052623400367698Google Scholar
  5. J.-P. Crouzeix, J. E. Martínez-Legaz, A. Alberto Seeger: An alternative theorem for quadratic forms and extensions, Linear Algebra Appl. 215 (1995) 121–134.https://doi.org/10.1016/0024-3795(93)00082-BGoogle Scholar
  6. A. Haraux: How to differentiate the projection on a convex set in Hilbert space. Some applications to variational inequalities, J. Math. Soc. Japan 29(4) (1977) 615–631.https://doi.org/10.2969/jmsj/02940615Google Scholar
  7. F. Harder: Legendre forms in reflexive Banach spaces, Zeitschrift f. Analysis und ihre Anwendungen 37(4) (2018) 377–388.https://doi.org/10.4171/zaa/1619Google Scholar
  8. A. D. Ioffe: Necessary and Sufficient Conditions for a Local Minimum. 3: Second Order Conditions and Augmented Duality, SIAM J. Control Optimization 17(2) (1979) 266–288.https://doi.org/10.1137/0317021Google Scholar
  9. A. D. Ioffe, V. M. Tikhomirov: Theory of Extremal Problems, Studies in Logic and the Foundations of Mathematics, North-Holland, Amsterdam (1979).Google Scholar
  10. H. Maurer, J. Zowe: First and second order necessary and sufficient optimality conditions for infinite-dimensional programming problems, Math. Programming 16(1) (1979) 98–110.https://doi.org/10.1007/BF01582096Google Scholar
  11. F. Mignot: Contrôle dans les inéquations variationelles elliptiques, J. Functional Analysis 22(2) (1976) 130–185.https://doi.org/10.1016/0022-1236(76)90017-3Google Scholar
  12. S. M. Robinson: Stability theory for systems of inequalities. II: Differentiable nonlinear systems, SIAM J. Numer. Analysis 13(4) (1976) 497–513.https://doi.org/10.1137/0713043Google Scholar
  13. A. Shapiro: On Uniqueness of Lagrange Multipliers in Optimization Problems Subject to Cone Constraints, SIAM J. Optimization 7(2) (1997) 508–518.https://doi.org/10.1137/S1052623495279785Google Scholar
  14. G. Wachsmuth: A guided tour of polyhedric sets, J. Convex Analysis 26(1) (2019) 153–188.https://doi.org/10.68381/jca26010Google Scholar
  15. J. Zowe, S. Kurcyusz: Regularity and stability for the mathematical programming problem in Banach spaces, Appl. Math Optimization 5(1) (1979) 49–62.https://doi.org/10.1007/BF01442543Google Scholar

G. Wachsmuth. “No-Gap Second-Order Conditions under n-Polyhedric Constraints and Finitely Many Nonlinear Constraints.” Journal of Convex Analysis 27 (2020), No. 2, 733–751. https://doi.org/10.68381/jca27037