Higher order optimality conditions in nonsmooth optimization

被引:25
作者
Ginchev, I [1 ]
机构
[1] Tech Univ Varna, Dept Math, Varna 9010, Bulgaria
关键词
nonsmooth analysis; nonsmooth functions; higher order directional derivatives; nonsmooth optimization; higher order optimality conditions; isolated minimizers;
D O I
10.1080/02331930211986
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
For an arbitrary function f: E --> (R) over bar defined on a Banach space E higher order lower directional derivatives and higher order optimality conditions are introduced. Three equivalent approaches are given, a direct definition applying an analogue of the Taylor expansion formula, a definition based on polynomial approximation and a definition based on divided differences. It is shown that the proposed sufficient optimality conditions are also necessary for a point x(0) to be an isolated minimizer off, which gives a characterization of the isolated minimizers.
引用
收藏
页码:47 / 72
页数:26
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