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Second-order conditions and constraint qualifications in stability and sensitivity analysis of solutions to optimization problems in Hilbert spaces

Applied Mathematics & OptimizationPublished 1 January 1992
Kazimierz Malanowski
Citations50
SJR quartileQ1
SJR score0.96
SNIP1.23

Abstract

The concepts of the strong second-order sufficient optimality condition and of the linear independence of gradients of active constraints play a crucial role in stability and sensitivity analysis of solutions to finite-dimensional mathematical programming problems. In this paper an attempt is made to use these concepts in stability and sensitivity analysis of solutions to cone-constrained optimization problems in Hilbert spaces. The abstract results are applied to optimal control problems for affine systems subject to state-space constraints.

Keywords

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