A Note on the McCormick Second-Order Constraint Qualification

Autores

  • M. D. Sánchez University of La Plata
  • N. S. Fazzio University of La Plata
  • M. L. Schuverdt Universidad Nacional de La Plata

DOI:

https://doi.org/10.5540/tcam.2022.023.04.00769

Palavras-chave:

Nonlinear programming, second-order optimality conditions, constraint qualification.

Resumo

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].

Biografia do Autor

M. L. Schuverdt, Universidad Nacional de La Plata

CONICET, Department of Mathemati s, FCE, University of La Plata, CP 172, 1900 La Plata Bs. As., Argentina

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Publicado

2022-11-08

Como Citar

Sánchez, M. D., Fazzio, N. S., & Schuverdt, M. L. (2022). A Note on the McCormick Second-Order Constraint Qualification. Trends in Computational and Applied Mathematics, 23(4), 769–781. https://doi.org/10.5540/tcam.2022.023.04.00769

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