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

Hidefumi Kawasaki

    Research output: Contribution to journalArticlepeer-review

    Abstract

    The second derivative of an envelope cannot be expressed only by second derivatives of the constituent functions. By taking account of this fact, we derive new second order necessary optimality conditions for minimization of a sup-type function. The conditions involve an extra term besides the second derivative of the Lagrange function. Furthermore, we will comment on the relationship between the extra term and a kind of second order directional derivative of the sup-type function.

    Original languageEnglish
    Pages (from-to)213-229
    Number of pages17
    JournalMathematical Programming, Series B
    Volume49
    Issue number2
    Publication statusPublished - Dec 1 1990

    All Science Journal Classification (ASJC) codes

    • Software
    • General Mathematics

    Fingerprint

    Dive into the research topics of 'Second order necessary optimality conditions for minimizing a sup-type function'. Together they form a unique fingerprint.

    Cite this