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Augmented Lagrangians quadratic growth and second-order sufficient optimality conditions
- Source :
- CONICET Digital (CONICET), Consejo Nacional de Investigaciones Científicas y Técnicas, instacron:CONICET
- Publication Year :
- 2020
- Publisher :
- Taylor & Francis Ltd, 2020.
-
Abstract
- It is well-known that the primal quadratic growth condition of the classical augmented Lagrangian around a local minimizer can be obtained under the second-order sufficient optimality condition. In this paper, we show that those conditions are indeed equivalent. Moreover, we prove that the primal quadratic growth condition of the sharp augmented Lagrangian around a local minimizer is in fact equivalent to the weak second-order sufficient optimality condition. In addition, we present some secondary results involving the sharp augmented Lagrangian. Fil: Fernández Ferreyra, Damián Roberto. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - Córdoba. Centro de Investigación y Estudios de Matemática. Universidad Nacional de Córdoba. Centro de Investigación y Estudios de Matemática; Argentina. Universidad Nacional de Córdoba; Argentina
- Subjects :
- Quadratic growth
021103 operations research
Control and Optimization
Augmented Lagrangian method
Applied Mathematics
AUGMENTED LAGRANGIAN
0211 other engineering and technologies
purl.org/becyt/ford/1.1 [https]
02 engineering and technology
Management Science and Operations Research
01 natural sciences
WEAK SECOND-ORDER SUFFICIENT OPTIMALITY CONDITION
010101 applied mathematics
SECOND-ORDER SUFFICIENT OPTIMALITY CONDITION
purl.org/becyt/ford/1 [https]
Applied mathematics
Order (group theory)
0101 mathematics
SHARP AUGMENTED LAGRANGIAN
Computer Science::Databases
Mathematics
Subjects
Details
- Language :
- English
- Database :
- OpenAIRE
- Journal :
- CONICET Digital (CONICET), Consejo Nacional de Investigaciones Científicas y Técnicas, instacron:CONICET
- Accession number :
- edsair.doi.dedup.....61291f542a3a645ffb59fe1c5a18d30a