Augmented Lagrangians quadratic growth and second-order sufficient optimality conditions
It is well-known that the primal quadratic growth condition of the classical augmented Lagrangian around a local minimizer can be obtained under the second-order sufficient optimality condition. In this paper, we show that those conditions are indeed equivalent. Moreover, we prove that the primal qu...
| Autor: | |
|---|---|
| Tipo de recurso: | artículo |
| Estado: | Versión publicada |
| Fecha de publicación: | 2020 |
| País: | Argentina |
| Institución: | Consejo Nacional de Investigaciones Científicas y Técnicas |
| Repositorio: | CONICET Digital (CONICET) |
| Idioma: | inglés |
| OAI Identifier: | oai:ri.conicet.gov.ar:11336/143331 |
| Acceso en línea: | http://hdl.handle.net/11336/143331 |
| Access Level: | acceso abierto |
| Palabra clave: | AUGMENTED LAGRANGIAN SECOND-ORDER SUFFICIENT OPTIMALITY CONDITION SHARP AUGMENTED LAGRANGIAN WEAK SECOND-ORDER SUFFICIENT OPTIMALITY CONDITION https://purl.org/becyt/ford/1.1 https://purl.org/becyt/ford/1 |
| Sumario: | It is well-known that the primal quadratic growth condition of the classical augmented Lagrangian around a local minimizer can be obtained under the second-order sufficient optimality condition. In this paper, we show that those conditions are indeed equivalent. Moreover, we prove that the primal quadratic growth condition of the sharp augmented Lagrangian around a local minimizer is in fact equivalent to the weak second-order sufficient optimality condition. In addition, we present some secondary results involving the sharp augmented Lagrangian. |
|---|