Demyanov difference of two sets and optimality conditions of Lagrange multiplier type for constrained quasidifferentiable optimization

被引:36
作者
Gao, Y [1 ]
机构
[1] Yanshan Univ, Dept Math & Phys, Qinhuangdao, Peoples R China
关键词
Demyanov difference; quasidifferential calculus; optimality conditions; Lagrange multipliers; Clarke generalized gradient; nonsmooth optimization;
D O I
10.1023/A:1004613814084
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
In the first part of this paper, the Demyanov difference of two sets is considered. An expression for the Demyanov difference of two sets, which are the convex hulls of a finite number of points, is presented. In the second part, first-order necessary optimality conditions of the Lagrange multiplier type, for quasidifferentiable optimization with equality and inequality constraints, are given by means of the Demyanov difference of subdifferential and negative superdifferential.
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页码:377 / 394
页数:18
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