Critical and critical tangent cones in optimization problems

被引:0
|
作者
Páles, Z
Zeidan, V
机构
[1] Univ Debrecen, Inst Math, H-4010 Debrecen, Hungary
[2] Michigan State Univ, Dept Math, E Lansing, MI 48824 USA
来源
SET-VALUED ANALYSIS | 2004年 / 12卷 / 1-2期
关键词
first- and second-order optimality conditions; critical cone; critical tangent cone; set-valued constraints;
D O I
10.1023/B:SVAN.0000023389.17834.95
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
In this paper the notion of critical tangent cone CT (x|Q) to Q at x is introduced for the case when Q is a convex subset of a normed space X. If Q is closed with nonempty interior, and x is an element of Q, the nonemptiness of the Dubovitskii-Milyutin set of second-order admissible variations, V (x, d|Q), is then characterized by the condition d is an element of CT (x|Q). Furthermore, the support function of V (x, d| Q) is shown to be evaluated in terms of that support function of Q. For the cases when Q is the set of continuous or L(infinity) selections of a certain set-valued map, the corresponding characterization of the cone CT (x|Q) and the formula for the support function of V (x, d|Q) are obtained in terms of more verifiable conditions.
引用
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页码:241 / 258
页数:18
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