A Note on the McCormick Second-Order Constraint Qualification

Autor: FAZZIO, N. S., NCHEZ, M. D. SÁ, SCHUVERDT, M. L.
Rok vydání: 2022
Předmět:
Zdroj: Trends in Computational and Applied Mathematics, Volume: 23, Issue: 4, Pages: 769-781, Published: 14 NOV 2022
ISSN: 2676-0029
DOI: 10.5540/tcam.2022.023.04.00769
Popis: 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].
Databáze: OpenAIRE