ISSN:
1573-2878
Keywords:
Optimality conditions
;
directional derivatives
;
subdifferentials
;
constraint qualifications
;
stationary point problems
;
duality theorems
Source:
Springer Online Journal Archives 1860-2000
Topics:
Mathematics
Notes:
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.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF00940571
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