An exterior point method for computing points that satisfy second-order necessary conditions for a \(C^{1,1}\) optimization problem (Q1340543)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An exterior point method for computing points that satisfy second-order necessary conditions for a \(C^{1,1}\) optimization problem |
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An exterior point method for computing points that satisfy second-order necessary conditions for a \(C^{1,1}\) optimization problem (English)
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15 October 1996
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The author first proves a generalized chain rule for composite \(C^{1,1}\) functions and shows how to characterize twice-differentiability of max functions. Then he presents exterior point methods in a unified way which allows one to compute points which satisfy second-order necessary conditions for a constrained minimization problem in a finite-dimensional space. Finally, he shows that any limiting point of the obtained sequences satisfies the second-order necessary conditions.
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exterior point method
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non-smooth analysis
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second-order optimality conditions
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\(C^{1,1}\) functions
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