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Vladikavkazskii Matematicheskii Zhurnal, 2016, Volume 18, Number 3, Pages 72–83
(Mi vmj591)
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This article is cited in 1 scientific paper (total in 1 paper)
Necessary optimality conditions in non-smooth problems with equality constraints
R. A. Khachatryan Yerevan State University, Yerevan, Armenia
Abstract:
Necessary conditions for extremum in non smooth problems are obtained in this article. The problem under consideration includes both equality and inequality type constrains given by non-smooth functions. The necessary conditions are given in terms of asymptotic subdifferentials. Generalized Lagranges's multiplier rule for non-smooth problems with not local lipschitz constraints is obtained. It is proved also that Peno's and Clark's generalized derivatives are upper convex approximations for local Lipshitz functions.
Key words:
subdifferential, tent, tangent cone.
Received: 25.01.2015
Citation:
R. A. Khachatryan, “Necessary optimality conditions in non-smooth problems with equality constraints”, Vladikavkaz. Mat. Zh., 18:3 (2016), 72–83
Linking options:
https://www.mathnet.ru/eng/vmj591 https://www.mathnet.ru/eng/vmj/v18/i3/p72
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Abstract page: | 179 | Full-text PDF : | 71 | References: | 54 |
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