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Digitale Medien

Duality and existence theory for nondifferentiable programming (1986)

Parida, J. ; Sen, A.

Springer

Journal of optimization theory and applications 48 (1986), S. 451-458

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ISSN: 1573-2878

Schlagwort(e): Optimality conditions ; directional derivatives ; subdifferentials ; constraint qualifications ; stationary point problems ; duality theorems

Quelle: Springer Online Journal Archives 1860-2000

Thema: Mathematik

Notizen: Abstract Necessary and sufficient conditions of optimality are given for a nonlinear nondifferentiable program, where the constraints are defined via closed convex cones and their polars. These results are then used to obtain an existence theorem for the corresponding stationary point problem, under some convexity and regularity conditions on the functions involved, which also guarantee an optimal solution to the programming problem. Furthermore, a dual problem is defined, and a strong duality theorem is obtained under the assumption that the constraint sets of the primal and dual problems are nonempty.

Materialart: Digitale Medien

URL: http://dx.doi.org/10.1007/BF00940571

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