Second-order necessary and sufficient optimality conditions for minimizing a sup-type function

Hidefumi Kawasaki

    Research output: Contribution to journalArticlepeer-review

    20 Citations (Scopus)

    Abstract

    In this paper, we give second-order necessary and sufficient optimality conditions for a minimization problem of a sup-type function S(x)=sup{f(x, t);tε T}, where T 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 to x, 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].

    Original languageEnglish
    Pages (from-to)195-220
    Number of pages26
    JournalApplied Mathematics & Optimization
    Volume26
    Issue number2
    DOIs
    Publication statusPublished - Sept 1 1992

    All Science Journal Classification (ASJC) codes

    • Control and Optimization
    • Applied Mathematics

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