Abstract
This paper offers first- and higher-order necessary conditions for the local disjointness of a finite system of sets that are nonlinear inverse images of convex sets. The proof is based on the characterizations of α-admissible and α-tangent variations to nonlinear inverse images of convex sets and a necessary condition for the local disjointness in terms of these variations. As an application, the results are used to obtain first- and higher-order necessary conditions of optimality in constrained optimization problems.
Similar content being viewed by others
References
J.-P. Aubin and H. Frankowska, Set-Valued Analysis, Systems & Control: Foundations & Applications, vol. 2, Birkhäuser Boston Inc. (Boston, MA, 1990).
A. Ben-Tal, Second-order and related extremality conditions in nonlinear programming, J. Optim. Theory Appl., 31 (1980), 143–165.
A. Ben-Tal, Second order theory of extremum problems, in: Extremal Methods and Systems Analysis (Internat. Sympos., Univ. Texas, Austin, Tex., 1977) (V. Fiacco and K. Kortanek, eds.), Lecture Notes in Econom. and Math. Systems, vol. 174, Springer (Berlin, 1980), pp. 336–356.
A. Ben-Tal and J. Zowe, A unified theory of first and second order conditions for extremum problems in topological vector spaces, Math. Programming Studies (1982), no. 19, 39–76, Optimality and stability in mathematical programming.
J. F. Bonnans and A. Shapiro, Perturbation Analysis of Optimization Problems, Springer Series in Operations Research, Springer (Berlin, 2000).
A. Ya. Dubovitskii and A. A. Milyutin, Extremum problems with constraints, Dokl. Akad. Nauk SSSR, 149 (1963), 759–762 (in Russian).
A. Ya. Dubovitskii and A. A. Milyutin, Extremal problems with constraints, Ž. Vyčisl. Mat. i Mat. Fiz., 5 (1965), 395–453.
A. Ya. Dubovitskii and A. A. Milyutin, Second variations in extremal problems with constraints, Soviet Math. Dokl., 6 (1965), 12–16.
I. V. Girsanov, Lectures on Mathematical Theory of Extremum Problems, Springer-Verlag (Berlin, 1972), edited by B. T. Poljak, translated from the Russian by D. Louvish, Lecture Notes in Economics and Mathematical Systems, Vol. 67.
R. B. Holmes, Geometric Functional Analysis and its Applications, Graduate Texts in Mathematics, Vol. 24, Springer-Verlag (Berlin-Heidelberg-New York, 1975).
A. D. Ioffe, On some recent developments in the theory of second order optimality conditions, in: Optimization (Varetz, 1988) (Sz. Dolecki, ed.), Lecture Notes in Math., vol. 1405, Springer (Berlin, 1989), pp. 55–68.
A. D. Ioffe and V. M. Tihomirov, Theory of Extremal Problems, North-Holland (Amsterdam, 1979).
A. Ya. Kruger and B. S. Mordukhovich, Extremal points and the Euler equation in nonsmooth optimization problems, Dokl. Akad. Nauk BSSR, 24 (1980), 684–687, 763.
E. S. Levitin, A. A. Milyutin and N. P. Osmolovskii, Higher order conditions for local minima in problems with constraints, Uspekhi Mat. Nauk, 33 (1978), 85–148.
B. S. Mordukhovich, Maximum principle in the problem of time optimal response with nonsmooth constraints, Prikl. Mat. Meh., 40 (1976), 1014–1023.
B. S. Mordukhovich, Generalized differential calculus for nonsmooth and set-valued mappings, J. Math. Anal. Appl., 183 (1994), 250–288.
B. S. Mordukhovich, Variational Analysis and Generalized Differentiation. I, Grundlehren der Mathematischen Wissenschaften [Fundamental Principles of Mathematical Sciences], vol. 330, Springer-Verlag (Berlin, 2006), Basic theory.
B. S. Mordukhovich, Variational Analysis and Generalized Differentiation. II, Grundlehren der Mathematischen Wissenschaften [Fundamental Principles of Mathematical Sciences], vol. 331, Springer-Verlag (Berlin, 2006), Applications.
Zs. Páles, General necessary and sufficient conditions for constrained optimum problems, Arch. Math. (Basel), 63 (1994), 238–250.
Zs. Páles, Inverse and implicit function theorems for nonsmooth maps in Banach spaces, J. Math. Anal. Appl., 209 (1997), 202–220.
Zs. Páles, First and higher order necessary conditions for optimization problems via a Dubovitskii-Milyutin type approach, in: Optimization Methods and their Applications (Proc. of the 1998 Baikal International Summer School on Optimization) (V. P. Bulatov, ed.), Institute of Energy Systems (Irkutsk, 1998), pp. 193–204.
Zs. Páles, Optimum problems with nonsmooth equality constraints, Nonlinear Anal., 63 (2005), e2575–e2581.
Zs. Páles, Abstract control problems with nonsmooth data, in: Recent Advances in Optimization, Proceedings of the 12th French-German-Spanish Conference on Optimization, Avignon (2004) (Berlin-Heidelberg) (A. Seeger, ed.), Lectures Notes in Economics and Mathematical Systems, Vol. 563, Springer (2006), pp. 205–216.
Zs. Páles and V. Zeidan, Nonsmooth optimum problems with constraints, SIAM J. Control Optim., 32 (1994), 1476–1502.
Zs. Páles and V. Zeidan, Second order necessary conditions for nonsmooth optimum problems with constraints, in: World Congress of Nonlinear Analysts’ 92, Vol. I–IV (Tampa, FL, 1992), de Gruyter (Berlin, 1996), pp. 2337–2346.
Author information
Authors and Affiliations
Corresponding author
Additional information
This research was supported by the Hungarian Research Fund (OTKA) Grant Nos. K-62316, NK-68040.
Rights and permissions
About this article
Cite this article
Baják, S., Páles, Z. A separation theorem for nonlinear inverse images of convex sets. Acta Math Hung 124, 125–144 (2009). https://doi.org/10.1007/s10474-009-8164-4
Received:
Revised:
Accepted:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s10474-009-8164-4
Key words and phrases
- Hahn-Banach separation theorem
- Dubovitskii-Milyutin separation theorem
- inverse images of convex sets
- admissible variation
- tangent variation