On necessary optimality conditions in a class of optimization problems

Jiří V. Outrata

Aplikace matematiky (1989)

  • Volume: 34, Issue: 6, page 466-474
  • ISSN: 0862-7940

Abstract

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In the paper necessary optimality conditions are derived for the minimization of a locally Lipschitz objective with respect to the consttraints x S , 0 F ( x ) , where S is a closed set and F is a set-valued map. No convexity requirements are imposed on F . The conditions are applied to a generalized mathematical programming problem and to an abstract finite-dimensional optimal control problem.

How to cite

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Outrata, Jiří V.. "On necessary optimality conditions in a class of optimization problems." Aplikace matematiky 34.6 (1989): 466-474. <http://eudml.org/doc/15602>.

@article{Outrata1989,
abstract = {In the paper necessary optimality conditions are derived for the minimization of a locally Lipschitz objective with respect to the consttraints $x \in S, 0 \in F(x)$, where $S$ is a closed set and $F$ is a set-valued map. No convexity requirements are imposed on $F$. The conditions are applied to a generalized mathematical programming problem and to an abstract finite-dimensional optimal control problem.},
author = {Outrata, Jiří V.},
journal = {Aplikace matematiky},
keywords = {Clarke regular graph; necessary conditions; tangent cone; locally Lipschitz objective function; set-valued map; Clarke normal cone; generalized gradient; contingent cone; Clarke regular graph; necessary conditions; tangent cone; locally Lipschitz objective function; set-valued map; Clarke normal cone; generalized gradient; contingent cone},
language = {eng},
number = {6},
pages = {466-474},
publisher = {Institute of Mathematics, Academy of Sciences of the Czech Republic},
title = {On necessary optimality conditions in a class of optimization problems},
url = {http://eudml.org/doc/15602},
volume = {34},
year = {1989},
}

TY - JOUR
AU - Outrata, Jiří V.
TI - On necessary optimality conditions in a class of optimization problems
JO - Aplikace matematiky
PY - 1989
PB - Institute of Mathematics, Academy of Sciences of the Czech Republic
VL - 34
IS - 6
SP - 466
EP - 474
AB - In the paper necessary optimality conditions are derived for the minimization of a locally Lipschitz objective with respect to the consttraints $x \in S, 0 \in F(x)$, where $S$ is a closed set and $F$ is a set-valued map. No convexity requirements are imposed on $F$. The conditions are applied to a generalized mathematical programming problem and to an abstract finite-dimensional optimal control problem.
LA - eng
KW - Clarke regular graph; necessary conditions; tangent cone; locally Lipschitz objective function; set-valued map; Clarke normal cone; generalized gradient; contingent cone; Clarke regular graph; necessary conditions; tangent cone; locally Lipschitz objective function; set-valued map; Clarke normal cone; generalized gradient; contingent cone
UR - http://eudml.org/doc/15602
ER -

References

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  1. J.-P. Aubin I. Ekeland, Applied Nonlinear Analysis, Wiley, New York 1984. (1984) MR0749753
  2. J. M. Borwein, Multivalued convexity: a unified approach to equality and inequality constraints, Math. Programming 13 (1977), 163-180. (1977) 
  3. F. H. Clarke, Optimization and Nonsmooth Analysis, Wiley, New York 1983. (1983) Zbl0582.49001MR0709590
  4. P. H. Dien P. H. Sach, Further properties of the regularity of inclusion systems, Preprint 87-21, Inst. of Mathematics, Hanoi 1987. (1987) 
  5. J.-В. Hiriart-Urruty, 10.1137/0316019, SIAM J. Control Optim. 16(1978), 301-316. (1978) Zbl0385.90099MR0493610DOI10.1137/0316019
  6. A. D. Ioffe, 10.1137/0317019, SIAM J. Control Optim. 17 (1979), 245-250. (1979) MR0525025DOI10.1137/0317019
  7. B. N. Pschenichnyi, Convex set-valued mappings and their adjoints, Kibernetika 3 (1972), 94-102 (in Russian). (1972) 
  8. B. N. Pschenichnyi, Convex Analysis and Extremal Problems, Nauka, Moscow 1982 (in Russian). (1982) 
  9. S. M. Robinson, Generalized equations and their solutions. Part II: Applications to nonlinear programming, Univ. Wisconsin-Madison, Technical Summary Rep. # 2048, 1980. (1980) 
  10. R. T. Rockafellar, 10.1007/BFb0121219, Math. Prog. Study 21 (1984), 213-226. (1984) Zbl0546.90088MR0751251DOI10.1007/BFb0121219
  11. P. H. Sach, 10.1080/02331938808843311, Optimization 19 (1988), 13 - 27. (1988) Zbl0648.49016MR0926215DOI10.1080/02331938808843311

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