Second-Order Optimality Conditions for Sparse Differentiable Optimization Problems via Limiting Second-Order Subdifferentials

math.OC arXiv:2606.01998
View PDF arXiv JSON

Abstract

In this paper, we investigate a class of sparse optimization problems in which both the objective and constraint functions are Fréchet differentiable and possess locally Lipschitz continuous gradient mappings. More precisely, by utilizing the limiting (Mordukhovich) second-order subdifferential of the associated Lagrangian function, we establish new second-order necessary and sufficient optimality conditions for local optimal solutions. The obtained results are derived under mild assumptions and extend several existing results in the literature. In addition, we apply our theoretical developments to sparse multiobjective optimization problems and derive second-order sufficient optimality conditions for efficient solutions. Several examples are also presented to demonstrate the applicability and effectiveness of the proposed results.

PDF Viewer