First-Order Conditions for Set-Constrained Optimization

A well-known first-order necessary condition for a point to be a local minimizer of a given function is the non-negativity of the dot product of the gradient and a vector in a feasible direction. This paper proposes a series of alternative first-order necessary conditions and corresponding first-ord...

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Bibliographic Details
Main Authors: Steven M. Rovnyak, Edwin K. P. Chong, James Rovnyak
Format: Article
Language:English
Published: MDPI AG 2023-10-01
Series:Mathematics
Subjects:
Online Access:https://www.mdpi.com/2227-7390/11/20/4274
Description
Summary:A well-known first-order necessary condition for a point to be a local minimizer of a given function is the non-negativity of the dot product of the gradient and a vector in a feasible direction. This paper proposes a series of alternative first-order necessary conditions and corresponding first-order sufficient conditions that seem not to appear in standard texts. The conditions assume a nonzero gradient. The methods use extensions of the notions of gradient, differentiability, and twice differentiability. Examples, including one involving the Karush–Kuhn–Tucker (KKT) theorem, illustrate the scope of the conditions.
ISSN:2227-7390