Optimality conditions for 2-regular problems with nonsmooth objective functions

For equality-constrained optimization problems with locally Lipschitzian objective functions, we derive meaningful first-order necessary conditions for local optimality without assuming conventional regularity of constraints. In the case of a smooth objective function, theories of optimality conditions of this kind have been developed in the last three decades. This work extends these results to the nonsmooth case, employing the generalized differentiation concepts of modern nonsmooth analysis. As a by-product of this development, we establish the upper estimate of the Mordukhovich subdifferential of the lower directional derivative. Some applications of these results to the problem of minimization of the maximum function and to the constrained version of a Steiner-type problem are discussed. © 2013 Elsevier Ltd. All rights reserved.

Авторы
Arutyunov A.V. 1, 2 , Izmailov A.F.3 , Shvartsman I.4
Издательство
Elsevier Ltd
Язык
Английский
Страницы
37-45
Статус
Опубликовано
Том
90
Год
2013
Организации
  • 1 Peoples' Friendship University of Russia, Miklukho-Maklaya Str. 6, 117198 Moscow, Russian Federation
  • 2 SA Department, VMK Faculty, Moscow State University, 119991 Moscow, Russian Federation
  • 3 IO Department, VMK Faculty, Moscow State University, 119991 Moscow, Russian Federation
  • 4 Penn State Harrisburg, Middletown, PA 17057, United States
Ключевые слова
2-regularity; Clarke generalized gradient; Equality-constrained optimization problem; Mordukhovich subdifferential; Necessary optimality condition; Steiner problem
Дата создания
19.10.2018
Дата изменения
19.10.2018
Постоянная ссылка
https://repository.rudn.ru/ru/records/article/record/2054/
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