Skip to main content
Log in

Higher-order necessary conditions in abstract mathematical programming

  • Contributed Papers
  • Published:
Journal of Optimization Theory and Applications Aims and scope Submit manuscript

Abstract

We prove necessary extremum conditions for general nonlinear optimization problems in ordered topological vector spaces. For that reason, we define variational derivatives of higher order and introduce proper variations. Especially assuming certain weak hypotheses, we establish maximum principles of higher order.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. Bouligand, G.,Introduction à la Géométrie Infinitésimale Directe, Gauthier-Villars, Paris, France, 1932.

    Google Scholar 

  2. Dubovitskii, A. Ya., andMilyutin, A. A.,Extremum Problems with Constraints, Soviet Mathematics Doklady, Vol. 4, pp. 452–455, 1963.

    Google Scholar 

  3. Dubovitskii, A. Ya., andMilyutin, A. A.,Extremum Problems in the Presence of Restrictions, Zurnal Vycislitel'noj Matematiki i Matematiceskoj Fiziki, Vol. 5, pp. 395–453, 1965.

    Google Scholar 

  4. Hestenes, M. R.,Calculus of Variations and Optimal Control Theory, John Wiley and Sons, New York, New York, 1966.

    Google Scholar 

  5. Halkin, H.,Nonlinear Nonconvex Programming in an Infinite Dimensional Space, Mathematical Theory of Control, Edited by A. V. Balakrishnan and L. W. Neustadt, Academic Press, New York, New York, 1967.

    Google Scholar 

  6. Neustadt, L. W.,Optimization, A Theory of Necessary Conditions, Princeton University Press, Princeton, New Jersey, 1976.

    Google Scholar 

  7. Pshenichnyi, B. N.,Necessary Conditions for an Extremum, Marcel Dekker, New York, New York, 1971.

    Google Scholar 

  8. Bazaraa, M. S., Goode, J. J., andNashed, M. Z.,On the Cones of Tangents with Applications to Mathematical Programming, Journal of Optimization Theory and Applications, Vol. 13, pp. 339–426, 1974.

    Google Scholar 

  9. Hoffmann, K. H., andKolumban, J.,Verallgemeinerte Differenzierbarkeitsbegriffe und Ihre Anwendung in der Optimierungstheorie, Computing, Vol. 12, pp. 17–41, 1974.

    Google Scholar 

  10. Sachs, E.,Differenzierbarkeit in der Optimierungstheorie und Anwendung auf Kontrolltheorie, Technische Universität Darmstadt, Dissertation, 1975.

  11. Bazaraa, M. S., andGoode, J. J.,A Saddle-Point Criterion for Convex Problems with Infinite-Dimensional Equality Constraints, Journal of Optimization Theory and Applications, Vol. 17, pp. 115–131, 1970.

    Google Scholar 

  12. Lempio, F.,Eine Verallgemeinerung des Satzes von Fritz John, Operations Research-Verfahren, Vol. 18, pp. 239–247, 1972.

    Google Scholar 

  13. Lempio, F.,Tangentialmannigfaltigkeiten und Infinite Optimierung, Universität Hamburg, Habilitationsschrift, 1972.

    Google Scholar 

  14. Kolumban, I., Über ein Abstraktes Maximumprinzip, Revue d'Analyse Numerique et de la Théorie de l'Approximation, Vol. 3, pp. 37–46, 1974.

    Google Scholar 

  15. Rigby, L.,Contribution of Dubovitskii and Milyutin's Optimization Formalism, Optimization Techniques, Part 1, Edited by J. Cea, Springer-Verlag, Berlin, Germany, 1976.

    Google Scholar 

  16. McCormick, G. P.,Second-Order Conditions for Constrained Minima, SIAM Journal on Applied Mathematics, Vol. 15, pp. 641–652, 1967.

    Google Scholar 

  17. McCormick, G. P.,Optimality Criteria in Nonlinear Programming, Nonlinear Programming, Edited by R. W. Cottle and C. E. Lemke, SIAM-AMS Proceedings, Vol. 9, American Mathematical Society, Providence, Rhode Island, 1976.

    Google Scholar 

  18. Rockafellar, R. T.,Lagrange Multipliers in Optimization, Nonlinear Programming, Edited by R. W. Cottle and C. E. Lemke, SIAM-AMS Proceedings, Vol. 9, American Mathematical Society, Providence, Rhode Island, 1976.

    Google Scholar 

  19. Hettich, R.,Kriterien Zweiter Ordnung für Lokal Beste Approximationen, Numerische Mathematik, Vol. 22, pp. 409–417, 1974.

    Google Scholar 

  20. Hettich, R.,Kriterien Erster und Zweiter Ordnung für Lokal Beste Approximationen bei Problemen mit Nebenbedingungen, Numerische Mathematik, Vol. 25, pp. 109–122, 1975.

    Google Scholar 

  21. Wetterling, W.,Definitheitsbedingungen für Relative Extrema bei Optimierungs- und Approximationsaufgaben, Numerische Mathematik, Vol. 15, pp. 122–136, 1970.

    Google Scholar 

  22. Bell, D. J., andJacobson, D. H.,Singular Optimal Control Problems, Academic Press, New York, New York, 1975.

    Google Scholar 

  23. Lusternik, L. A., andSobolev, V. J.,Elements of Functional Analysis, John Wiley and Sons, New York, New York, 1974.

    Google Scholar 

  24. Klee, V. L.,Separation and Support Properties of Convex Sets—A Survey, Control Theory and the Calculus of Variations, Edited by A. V. Balakrishnan, Academic Press, New York, New York, 1969.

    Google Scholar 

  25. Schaefer, H. H.,Topological Vector Spaces, Springer-Verlag, New York, New York, 1971.

    Google Scholar 

  26. Choquet, G.,Lectures on Analysis, Vol. 1, Integration and Topological Vector Spaces, W. A. Benjamin, New York, New York, 1969.

    Google Scholar 

  27. Blum, E., andOettli, W.,Mathematische Optimierung, Grundlagen und Verfahren, Springer-Verlag, Berlin, Germany, 1975.

    Google Scholar 

  28. Krener, A. J.,The High-Order Maximal Principle and Its Application to Singular Extremals, SIAM Journal on Control and Optimization, Vol. 15, pp. 256–293, 1977.

    Google Scholar 

  29. Virsan, C.,Necessary Conditions of Extremality of High Order, Revue Roumaine de Mathematiques Pures et Appliquées, Vol. 28, pp. 591–611, 1973.

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Additional information

Communicated by G. Leitmann

This paper was developed within the FNK-sponsored Forschungsprojektschwerpunkt, Approximations in Optimization and Control Theory, WE 03, Fachbereich 19, Free University of Berlin, Berlin, Germany.

The authors wish to thank the referee, who has pointed out to them the papers of Krener (Ref. 28) and Virsan (Ref. 29). Both papers use methods which are similar to those presented here. However, because of the differences in the assumptions, the results cannot be compared directly.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Hoffmann, K.H., Kornstaedt, H.J. Higher-order necessary conditions in abstract mathematical programming. J Optim Theory Appl 26, 533–568 (1978). https://doi.org/10.1007/BF00933151

Download citation

  • Issue Date:

  • DOI: https://doi.org/10.1007/BF00933151

Key Words

Navigation