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Second-Order Subdifferential Optimality Conditions in Nonsmooth Optimization

Authors :
Khanh, Pham Duy
Khoa, Vu Vinh Huy
Mordukhovich, Boris S.
Phat, Vo Thanh
Publication Year :
2023

Abstract

The paper is devoted to deriving novel second-order necessary and sufficient optimality conditions for local minimizers in rather general classes of nonsmooth unconstrained and constrained optimization problems in finite-dimensional spaces. The established conditions are expressed in terms of second-order subdifferentials of lower semicontinuous functions and mainly concern prox-regular objectives that cover a large territory in nonsmooth optimization and its applications. Our tools are based on the machinery of variational analysis and second-order generalized differentiation. The obtained general results are applied to problems of nonlinear programming, where the derived second-order optimality conditions are new even for problems with twice continuously differential data, being expressed there in terms of the classical Hessian matrices.

Details

Database :
arXiv
Publication Type :
Report
Accession number :
edsarx.2312.16277
Document Type :
Working Paper