Second order necessary optimality conditions for minimizing a sup-type function

Abstract

The second derivative of an envelope cannot be expressed only by second derivatives of the constituent functions. By taking account of this fact, we derive new second order necessary optimality conditions for minimization of a sup-type function. The conditions involve an extra term besides the second derivative of the Lagrange function. Furthermore, we will comment on the relationship between the extra term and a kind of second order directional derivative of the sup-type function.