GENERAL CONSTRAINT QUALIFICATIONS IN NONDIFFERENTIABLE-PROGRAMMING

被引：16

作者：

MERKOVSKY, RR ^{[1
]}

WARD, DE ^{[1
]}

机构：

[1] MIAMI UNIV,DEPT MATH & STAT,OXFORD,OH 45056

来源：

MATHEMATICAL PROGRAMMING | 1990年 / 47卷 / 03期

关键词：

Constraint qualification; directional derivative; nondifferentiable programming; subgradient; tangent cone; upper convex approximate;

D O I：

10.1007/BF01580871

中图分类号：

TP31 [计算机软件];

学科分类号：

081202 ; 0835 ;

摘要：

We show that a familiar constraint qualification of differentiable programming has "nonsmooth" counterparts. As a result, necessary optimality conditions of Kuhn-Tucker type can be established for inequality-constrained mathematical programs involving functions not assumed to be differentiable, convex, or locally Lipschitzian. These optimality conditions reduce to the usual Karush-Kuhn-Tucker conditions in the differentiable case and sharpen previous results in the locally Lipschitzian case. © 1990 The Mathematical Programming Society, Inc.

引用

页码：389 / 405

页数：17

共 28 条

[1]

AUBIN JP, 1981, ADV MATH SUPPLEMEN A, V7, P159

[2] On the Cones of Tangents with Applications to Mathematical Programming [J].