摘要
In this paper, we give a new result on the second-order conditions for nonlinear programming. We show that the Hessian of Lagrangian is positive semi-definite on the critical cone if the Mangasarian-Fromovitz constraint qualification condition holds at a local minimizer, and the rank of the gradients of the active constraints at the local minimizer is one less than that at any point contained in its neighborhood.
- 出版日期2015-1
- 单位上海电力大学; 上海金融学院