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First and second order conditions for a class of nondifferentiable optimization problems

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Abstract

This paper gives first and in particular second order necessary and sufficient conditions for a class of nondifferentiable optimization problems in which there are both objective and constraint functions defined in terms of a norm. The conditions are expressed in terms of a Lagrangian function and its derivatives, and use the ideas of feasible directional sequence and subgradients. Certain regularity assumptions are required and for the second order necessary conditions it is shown that the assumption is realistic for polyhedral norms. Illustrative examples are discussed.

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Authors and Affiliations

  1. University of Dundee, Dundee, Scotland

    R. Fletcher & G. A. Watson

Authors
  1. R. Fletcher
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  2. G. A. Watson
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Fletcher, R., Watson, G.A. First and second order conditions for a class of nondifferentiable optimization problems. Mathematical Programming 18, 291–307 (1980). https://doi.org/10.1007/BF01588325

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  • DOI: https://doi.org/10.1007/BF01588325

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