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Higher-order optimality conditions for strict local minima. (English) Zbl 1190.90265

Summary: We study a nonsmooth optimization problem with generalized inequality constraints and an arbitrary set constraint. We present necessary conditions for a point to be a strict local minimizer of order \(k\) in terms of higher-order (upper and lower) Studniarski derivatives and the contingent cone to the constraint set. In the same line, when the initial space is finite dimensional, we develop sufficient optimality conditions. We also provide sufficient conditions for minimizers of order \(k\) using the lower Studniarski derivative of the Lagrangian function. Particular interest is put for minimizers of order two, using now a special second order derivative which leads to the Fréchet derivative in the differentiable case.

MSC:

90C46 Optimality conditions and duality in mathematical programming
90C30 Nonlinear programming
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