2ND-ORDER GLOBAL OPTIMALITY CONDITIONS FOR CONVEX COMPOSITE OPTIMIZATION

Authors
Citation
Xq. Yang, 2ND-ORDER GLOBAL OPTIMALITY CONDITIONS FOR CONVEX COMPOSITE OPTIMIZATION, Mathematical programming, 81(3), 1998, pp. 327-347
Citations number
38
Categorie Soggetti
Operatione Research & Management Science",Mathematics,"Computer Science Software Graphycs Programming","Operatione Research & Management Science",Mathematics,"Computer Science Software Graphycs Programming
Journal title
ISSN journal
00255610
Volume
81
Issue
3
Year of publication
1998
Pages
327 - 347
Database
ISI
SICI code
0025-5610(1998)81:3<327:2GOCFC>2.0.ZU;2-H
Abstract
In recent years second-order sufficient conditions of an isolated loca l minimizer for convex composite optimization problems have been estab lished. In this paper, second-order optimality conditions are obtained of a global minimizer for convex composite problems with a non-finite valued convex function and a twice strictly differentiable function b y introducing a generalized representation condition. This result is a pplied to a minimization problem with a closed convex set constraint w hich is shown to satisfy the basic constraint qualification. In partic ular, second-order necessary and sufficient conditions of a solution f or a variational inequality problem with convex composite inequality c onstraints are obtained. (C) 1998 The Mathematical Programming Society , Inc. Published by Elsevier Science B.V.