Second-order optimality conditions with arbitrary nondifferentiable function in scalar and vector optimization
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nonsmooth optimizationoptimality conditionsgeneralized convex functionssecond-order isolated minimizersstrict local minimizers of order 2
Optimality conditions and duality in mathematical programming (90C46) Nonconvex programming, global optimization (90C26) Convexity of real functions of several variables, generalizations (26B25) Optimality conditions for solutions belonging to restricted classes (Lipschitz controls, bang-bang controls, etc.) (49K30)
Abstract: In this paper, we introduce a new second-order directional derivative and a second-order subdifferential of Hadamard type for an arbitrary nondifferentiable function. We derive several second-order optimality conditions for a local and a global minimum and an isolated local minimum of second-order in unconstrained optimization. In particular, we obtain two types results with generalized convex functions. We also compare our conditions with the results of the recently published paper [Bednavrik, D., Pastor, K.: On second-order conditions in unconstrained optimization. Math. Program. Ser A, {�f 113}, 283--291 (2008)] and a lot of other works, published in high level journals, and prove that they are particular cases of our necessary and sufficient ones. We prove that the necessary optimality conditions concern more functions than the lower Dini directional derivative, even the optimality conditions with the last derivative can be applied to a function, which does not belong to some special class. At last, we apply our optimality criteria for unconstrained problems to derive necessary and sufficient optimality conditions for the cone-constrained vector problems.
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Cited in
(11)- Locally Lipschitz vector optimization problems: second-order constraint qualifications, regularity condition and KKT necessary optimality conditions
- Second‐Order Optimality Conditions for Scalar and Vector Optimization Problems in Banach Spaces
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