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.
Preview
Unable to display preview. Download preview PDF.
References
B.G. Boltyanskiy, “A method of tents in the theory of extremal problems” (in Russian), Uspekhi Matematicheskih Nauk 30 (1975) 3–55. Translated in Russian Mathematical Surveys 30 (3) (1975) 1–54.
V.F. Demyanov and L.N. Polyakova, “Minimization of a quasidifferentiable function on a quasidifferentiable set”, Zhurnal Vychislitel’noi Matematiki i Matematicheskoi Fiziki 20 (1980) 849–856. Translated in U.S.S.R. Computational Mathematics and Mathematical Physics 20 (1980) 34–43.
V.F. Demyanov and A.M. Rubinov, “On quasidifferentiable functionals”, Doklady Akademii Nauk SSSR 250 (1980) 21–25. Translated in Soviet Mathematics Doklady 21 (1980) 14–17.
V.F. Demyanov and A.M. Rubinov, “On some approaches to the non-smooth optimization problem” (in Russian) Ekonomika i Matematicheskie Metody 17 (1981) 1153–1174.
V.F. Demyanov and L.V. Vasiliev, Nondifferentiable optimization (in Russian) (Nauka, Moscow, 1981).
S. Karlin, Mathematical methods and theory in games, programming and economics, Volumes I, II (Addison Wesley, Reading, MA, 1959).
L.N. Polyakova, “Necessary conditions for an extremum of quasi-differentiable functions”, Vestnik Leningradskogo Universiteta 13 (1980) 57–62. Translated in Vestnik Leningrad University Mathematics 13 (1981) 241–247.
B.N. Pshenichniy, Necessary conditions for extremum problems (Marcel Dekker, New York, 1971).
B.N. Pshenichniy and Yu. M. Danilin, Numerical methods for extremum problems (in Russian) (Nauka, Moscow, 1975).
R.T. Rockafellar, Convex analysis (Princeton University Press, Princeton, NJ, 1970).
A. Shapiro, “On optimality conditions in quasidifferentiable optimization”, SIAM Journal on Control and Optimization 23 (1984) 610–617.
Author information
Authors and Affiliations
Editor information
Rights and permissions
Copyright information
© 1986 The Mathematical Programming Society, Inc.
About this chapter
Cite this chapter
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
Download citation
DOI: https://doi.org/10.1007/BFb0121134
Received:
Published:
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-642-00928-0
Online ISBN: 978-3-642-00929-7
eBook Packages: Springer Book Archive