NONSMOOTH OPTIMUM PROBLEMS WITH CONSTRAINTS

被引:58
作者
PALES, Z
ZEIDAN, VM
机构
[1] UNIV SAARLAND,W-6600 SAARBRUCKEN,GERMANY
[2] MICHIGAN STATE UNIV,DEPT MATH,E LANSING,MI 48824
关键词
NONSMOOTH ANALYSIS; 2ND-ORDER NECESSARY CONDITIONS; DUBOVITSKII-MILYUTIN APPROACH; INEQUALITY CONSTRAINTS WITH PARAMETER; ENVELOPE-LIKE EFFECT;
D O I
10.1137/S0363012992229653
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
This paper develops second-order necessary conditions for nonsmooth infinite-dimensional optimization problems with Banach space-valued equality and real-valued inequality constraints. Another constraint in the form of a closed convex set is also present. The objective function is the maximum over a parameter of functions f(t, z) that are Lipschitz in z and upper semicontinuous in t. The inequality constraints g(s, z) depend on a parameter s. The technique we use is a generalization of that of Dubovitskii and Milyutin. The second-order conditions obtained here are in terms of a certain function sigma that disappears when the parameters and a certain set that derives from the given convex set are absent. The presence of the function sigma and that set is due to the envelope-like effect discovered by Kawasaki.
引用
收藏
页码:1476 / 1502
页数:27
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