Rigidity of abnormal extrema in the problem of non-linear programming with mixe...

• Author(s): Sarychev, A.V. ; Tchemisova, T. V.
• Date: 2004
• Persistent ID: http://hdl.handle.net/10773/6243
• Origin: RIA - Repositório Institucional da Universidade de Aveiro
• Subject(s): Nonlinear programming; Optimality conditions; Abnormal extremum; Rigidity
• Document Type: Research paper
• Language: English

Description

We study abnormal extremum in the problem of non-linear pro- gramming with mixed constraints. Abnormal extremum occurs when in necessary optimality conditions the Lagrange multiplier, which cor- responds to the objective function, vanishes. We demonstrate that in this case abnormal second-order su±cient optimality conditions guar- antee rigidity of the corresponding extremal point, which means iso- latedness of this point in the set determined by the constraints.