Exhausters, optimality conditions and related problems

被引:11
作者
Demyanov, V. F. [1 ]
Roshchina, V. A. [2 ]
机构
[1] St Petersburg State Univ, Dept Appl Math, St Petersburg 198504, Russia
[2] City Univ Hong Kong, Dept Math, Kowloon, Hong Kong, Peoples R China
关键词
positively homogeneous function; optimality conditions; upper and lower exhausters; proper and adjoint exhausters; unconstrained optimization problems; quasidifferentiability; the Michel-Penot subdifferential; the Clarke subdifferential; the Frechet subdifferential;
D O I
10.1007/s10898-007-9179-4
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
The notions of exhausters were introduced in (Demyanov, Exhauster of a positively homogeneous function, Optimization 45, 13-29 (1999)). These dual tools (upper and lower exhausters) can be employed to describe optimality conditions and to find directions of steepest ascent and descent for a very wide range of nonsmooth functions. What is also important, exhausters enjoy a very good calculus (in the form of equalities). In the present paper we review the constrained and unconstrained optimality conditions in terms of exhausters, introduce necessary and sufficient conditions for the Lipschitzivity and Quasidifferentiability, and also present some new results on relationships between exhausters and other nonsmooth tools (such as the Clarke, Michel-Penot and Frechet subdifferentials).
引用
收藏
页码:71 / 85
页数:15
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