Abstract
Second-order necessary and sufficient optimality conditions for local solutions and locally unique solutions of generalized quadratic programming problems in Banach spaces are established in this paper. Since the decomposition procedures using orthogonality relations in Euclidean spaces and the compactness of finite-dimensional unit spheres, which worked well for finite-dimensional quadratic programs, cannot be applied to the Banach space setting, a series of new constructions and arguments are proposed. These results give a comprehensive extension of the corresponding theorems on finite-dimensional quadratic programs.
Similar content being viewed by others
References
An, D.T.V., Yen, N.D.: Optimality conditions based on the Fréchet second-order subdifferential. J. Global Optim. 8(1), 351–365 (2021)
Ben-Tal, A.: Second-order and related extremality conditions in nonlinear programming. J. Optim. Theory Appl. 31, 143–165 (1980)
Ben-Tal, A., Zowe, J.: Necessary and sufficient optimality conditions for a class of nonsmooth minimization problems. Math. Program. 24, 70–91 (1982)
Bonnans, J.F., Shapiro, A.: Perturbation Analysis of Optimization Problems. Springer, New York (2000)
Chieu, N.H., Lee, G.M., Yen, N.D.: Second-order subdifferentials and optimality conditions for \(C^{1} \)-smooth optimization problems. Appl. Anal. Optim. 1, 461–476 (2017)
Contesse, B.L.: Une caractérisation complète des minima locaux en programmation quadratique. (French) Numer. Math. 34, 315–332 (1980)
Cuong, T.H., Lim, Y., Yen, N.D.: Convergence of a solution algorithm in indefinite quadratic programming. arXiv:1810.02044, preprint (2018)
Dong, V.V., Tam, N.N.: On the solution existence of convex quadratic programming problems in Hilbert spaces. Taiwanese J. Math. 20, 1417–1436 (2016)
Dong, V.V., Tam, N.N.: On the solution existence of nonconvex quadratic programming problems in Hilbert spaces. Acta Math. Vietnam. 43, 155–174 (2018)
Ioffe, A.D., Tihomirov, V.M.: Theory of Extremal Problems. North-Holland Publishing Company, Amsterdam (1979)
Le Thi, H.A., Tao, P.D., Yen, N.D.: Properties of two DC algorithms in quadratic programming. J. Global Optim. 49, 481–495 (2011)
Lee, G.M., Tam, N.N., Yen, N.D.: Quadratic Programming and Affine Variational Inequalities. A Qualitative Study. Springer, New York (2005)
Luan, N.N., Yao, J-.C., Yen, N.D.: On some generalized polyhedral convex constructions. Numer. Funct. Anal. Optim. 39, 537–570 (2018)
Luan, N.N., Yen, N.D.: A representation of generalized convex polyhedra and applications. Optimization 69, 471–492 (2020)
Luenberger, David G.: Optimization by Vector Space Methods. Wiley, New York (1969)
Majthay, A.: Optimality conditions for quadratic programming. Math. Program. 1, 359–365 (1971)
Mangasarian, O.L.: Locally unique solutions of quadratic programs, linear and nonlinear complementarity problems. Math. Program. 19, 200–212 (1980)
McCormick, Garth P.: Second order conditions for constrained minima. SIAM J. Appl. Math. 15, 641–652 (1967)
Mordukhovich, B.S.: Variational Analysis and Generalized Differentiation. Volume I: Basic Theory, Volume II: Applications. Springer, Berlin (2006)
Mordukhovich, B.S., Rockafellar, R.T.: Second-order subdifferential calculus with applications to tilt stability in optimization. SIAM J. Optim. 22, 953–986 (2012)
Penot, J-.P.: Optimality conditions in mathematical programming and composite optimization. Math. Programming 67, 225–245 (1994)
Penot, J-.P.: Second-order conditions for optimization problems with constraints. SIAM J. Control Optim. 37, 303–318 (1999)
Rudin, W.: Functional Analysis, 2nd edn. McGraw-Hill, New York (1991)
Ruszczynski, A.: Nonlinear Optimization. Princeton University Press, Princeton (2006)
Yen, N.D., Yang, X.: Affine variational inequalities on normed spaces. J. Optim. Theory Appl. 178, 36–55 (2018)
Acknowledgements
This research was supported by the Simons Foundation Grant Targeted for Institute of Mathematics, Vietnam Academy of Science and Technology. The author would like to thank Professor Nguyen Dong Yen for useful comments and suggestions. The careful readings and insightful comments of the two anonymous referees are gratefully acknowledged.
Author information
Authors and Affiliations
Corresponding author
Additional information
Communicated by Nguyen Mau Nam.
Publisher's Note
Springer Nature remains neutral with regard to jurisdictional claims in published maps and institutional affiliations.
Rights and permissions
About this article
Cite this article
An, D.T.V. Second-Order Optimality Conditions for Infinite-Dimensional Quadratic Programs. J Optim Theory Appl 192, 426–442 (2022). https://doi.org/10.1007/s10957-021-01967-z
Received:
Accepted:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s10957-021-01967-z
Keywords
- Banach space
- generalized polyhedral convex set
- generalized quadratic programming problem
- second-order optimality condition
- locally unique solution.