Second-Order Derivatives of Extremal-Value Functions and Optimality Conditions for Semi-Infinite Programs
- 1 May 1985
- journal article
- Published by Institute for Operations Research and the Management Sciences (INFORMS) in Mathematics of Operations Research
- Vol. 10 (2) , 207-219
- https://doi.org/10.1287/moor.10.2.207
Abstract
Second-order differential properties of an extremal-value function v are studied. It is shown that under certain assumptions (in particular the strong second-order sufficiency conditions) v is locally expressible as the maximum of a finite number of C2-functions. After removing the assumption of strong sufficiency lower and upper bounds on the second order local behaviour of v are proposed. The obtained results are applied to give second-order optimally conditions for a semi-infinite program.Keywords
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