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Augmented Lagrangians quadratic growth and second-order sufficient optimality conditions

Authors :
Damián Fernández
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

Details

Language :
English
Database :
OpenAIRE
Journal :
CONICET Digital (CONICET), Consejo Nacional de Investigaciones Científicas y Técnicas, instacron:CONICET
Accession number :
edsair.doi.dedup.....61291f542a3a645ffb59fe1c5a18d30a