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Quasidifferential calculus and first-order optimality conditions in nonsmooth optimization

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Quasidifferential Calculus

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

Abstract

This paper is concerned with first-order optimality conditions for nonsmooth extremal problems. Local approximations are obtained in terms of positively homogeneous functions representable as the sum of sublinear and superlinear functions or, equivalently, as the difference of two sublinear functions (d.s.l. functions). The resulting optimality conditions are expressed in the form of set inclusions. The idea of such approximations is exploited through the detailed study of d.s.l. functions and the cones corresponding to nonpositive values of d.s.l. functions.

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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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Shapiro, A. (1986). Quasidifferential calculus and first-order optimality conditions in nonsmooth optimization. In: Demyanov, V.F., Dixon, L.C.W. (eds) Quasidifferential Calculus. Mathematical Programming Studies, vol 29. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0121136

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  • DOI: https://doi.org/10.1007/BFb0121136

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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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