Higher-Order Optimality Conditions for Degenerate Unconstrained Optimization Problems

Viktor Zadachyn


In this paper necessary and sufficient conditions of a minimum for the unconstrained degenerate optimization problem are presented. These conditions generalize the well-known optimality conditions. The new optimality conditions are presented in terms of polylinear forms and Hesse’s pseudoinverse matrix. The results are illustrated by examples.The formulation and appearance of these conditions differ from high-order optimality conditions by other authors. The suggested representation of high-order optimality conditions makes them convenient for the evaluation of the convergence rate for unconstrained optimization methods in the case of a singular minimum point, for example, for the analysis of Newton’s and quasi-Newton’s methods.

Ключові слова

unconditional optimization; degenerate minimum point; optimality conditions; multilinear form

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DOI: http://dx.doi.org/10.15421/142204


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