Artículo
A note on the McCormick second-order constraint qualification
Fecha de publicación:
12/2022
Editorial:
Brazilian Society of Applied and Computational Mathematics
Revista:
Trends in Computational and Applied Mathematics
ISSN:
2676-0029
Idioma:
Inglés
Tipo de recurso:
Artículo publicado
Clasificación temática:
Resumen
The study of optimality conditions and constraint qualification is a key topic in nonlinear optimization. In this work, we present a reformulation of the well-known second-order constraint qualification described by McCormick in [17]. This reformulation is based on the use of feasible arcs, but is independent of Lagrange multipliers. Using such a reformulation, we can show that a local minimizer verifies the strong second-order necessary optimality condition. We can also prove that the reformulation is weaker than the known relaxed constant rank constraint qualification in [19]. Furthermore, we demonstrate that the condition is neither related to the MFCQ+WCR in [8] nor to the CCP2 condition, the companion constraint qualification associated with the second-order sequential optimality condition AKKT2 in [5].
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Articulos(CCT - LA PLATA)
Articulos de CTRO.CIENTIFICO TECNOL.CONICET - LA PLATA
Articulos de CTRO.CIENTIFICO TECNOL.CONICET - LA PLATA
Citación
Fazzio, Nadia Soledad; Sanchez, María Daniela; Schuverdt, María Laura; A note on the McCormick second-order constraint qualification; Brazilian Society of Applied and Computational Mathematics; Trends in Computational and Applied Mathematics; 23; 4; 12-2022; 769-781
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