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Quasidifferentiable functions: Necessary conditions and descent directions

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Quasidifferential Calculus

Part of the book series: Mathematical Programming Studies ((MATHPROGRAMM,volume 29))

Abstract

Necessary and sufficient conditions for extrema of quasi-differentiable functions are considered. These conditions are expressed in terms of quasidifferentials of the functions involved (i.e., the function to be optimized and a function describing the set over which optimization is to be performed). It is important that the optimality conditions should be expressed in a form which yields some information concerning search directions if the point under examination does not satisfy the necessary conditions. It is shown that most of the conditions discussed here provide such information.

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References

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V. F. Demyanov L. C. W. Dixon

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© 1986 The Mathematical Programming Society, Inc.

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Demyanov, V.F. (1986). Quasidifferentiable functions: Necessary conditions and descent directions. In: Demyanov, V.F., Dixon, L.C.W. (eds) Quasidifferential Calculus. Mathematical Programming Studies, vol 29. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0121134

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  • DOI: https://doi.org/10.1007/BFb0121134

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-642-00928-0

  • Online ISBN: 978-3-642-00929-7

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