Abstract
In this paper, we give second-order necessary and sufficient optimality conditions for a minimization problem of a sup-type functionS(x)=sup{f(x,t);tε T}, whereT is a compact set in a metric space and f is a function defined on ℝn ×T. Our conditions are stated in terms of the first and second derivatives of f(x, t) with respect tox, and involve an extra term besides the second derivative of the ordinary Lagrange function. The extra term is essential when {f(x,t)} t forms an envelope. We study the relationship between our results, Wetterling [14], and Hettich and Jongen [6].
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Communicated by J. Stoer
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Kawasaki, H. Second-order necessary and sufficient optimality conditions for minimizing a sup-type function. Appl Math Optim 26, 195–220 (1992). https://doi.org/10.1007/BF01189030
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DOI: https://doi.org/10.1007/BF01189030
Key words
- Envelope
- Sup-type function
- Second-order optimality conditions
- Semi-infinite programming
- Nondifferentiable programming