Skip to main content
Log in

Necessary optimality conditions and saddle points for approximate optimization in banach spaces

  • Published:
Top Aims and scope Submit manuscript

Abstract

In this article we study approximate optimality in the setting of a Banach space. We study various solution concepts existing in the literature and develop very general necessary optimality conditions in terms of limiting subdifferentials. We also study saddle point conditions and relate them to various solution concepts.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  • Bustos M. (1989). Solution Approchées de Problèmes de Calcul des Variations.Revista de Matemáticas Aplicadas 10, 95–113.

    Google Scholar 

  • Bustos M. (1994). ɛ-Gradients pour les Fonctions Localements Lipschitziennes et Applications.Numerical Functional Analysis and Applications 15, 435–453.

    Google Scholar 

  • Clarke F.H. (1983).Optimization and Nonsmooth Analysis. Wiley-Interscience.

  • Hamel A. (2001). An ε-Lagrange Multiplier Rule for a Mathematical Programming Problem on Banach Spaces.Optimization 49, 137–149.

    Google Scholar 

  • Hiriart-Urruty J.-B. (1982). ɛ-Subdifferential Calculus. In: Aubin, J.-P and Vinter R.B. (eds.),Convex Analysis and Optimization, Research Notes in Mathematics Series 57. Pitman, 43–92.

  • Huang X.X. and Yang X.Q. (2001). Approximate Optimal Solutions and Nonlinear Lagrange Functions.Journal of Global Optimization 21, 51–65.

    Article  Google Scholar 

  • Jahn J. (1996).Introduction to the Theory of Nonlinear Optimization. Springer Verlag.

  • Jofre A., Luc D. T. and Thera M. (1996). ɛ-Subdifferential Calculus for Nonconvex Functions and ɛ-Monotonicity.Comptes Rendus de l’Académie des Sciences 323, 735–740.

    Google Scholar 

  • Loridan P. (1982). Necessary Conditions for ɛ-Optimality.Mathematical Programming Study 19, 140–152.

    Google Scholar 

  • Loridan P. and Morgan, J. (1983). Penalty Functions in ɛ-Programming and ɛ-Minimax Problems.Mathematical Programming 26, 213–231.

    Google Scholar 

  • Liu J. C. (1991). ɛ-Duality Theorems for Non-Differentiable, Non-Convex Multi-objective Programming.Journal of Optimization Theory and Applications 69, 153–167.

    Article  Google Scholar 

  • Mordukhovich B. (1985). On Necessary Conditions for an Extremum in Nonsmooth Optimization.Soviet Math Doklady 32, 215–220.

    Google Scholar 

  • Mordukhovich B. (1994). Generalized Differential Calculus for Nonsmooth and Set-Valued Mappings.Journal of Mathematical Analysis and Applications 183, 250–288.

    Article  Google Scholar 

  • Mordukhovich B. and Shao Y. (1996). Nonsmooth sequential Analysis in Asplund Spaces.Transactions of American Mathematical Society 348, 1235–1280.

    Article  Google Scholar 

  • Mordukhovich B. and Wang B. (2002). Necessary Suboptimality and Optimality Conditions via Variational Principles.SIAM Journal of Control and Optimization 41, 623–640.

    Article  Google Scholar 

  • Phelps R.R. (1993).Convex Functions, Monotone Operators and Differentiability. Lecture Notes in Mathematics, 1364. Springer Verlag.

  • Rockafellar R.T. and Wets R.J.B. (1998).Variational Analysis. Springer Verlag.

  • Strodiot J.-J., Nguyen V.H. and Heukemes N. (1983). ɛ-Optimal Solutions in Nondifferentiable Convex Programming and Some Related Questions.Mathematical Programming 25, 307–328.

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Additional information

Part of this research was carried out when the author was a post-doctoral fellow at UAB, Barcelona by the Grant No. SB99-B0771103B of the Spanish Ministry of Education and Culture. The hospitality and the facilities provided at CODE, UAB is gratefully acknowledged.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Dutta, J. Necessary optimality conditions and saddle points for approximate optimization in banach spaces. Top 13, 127–143 (2005). https://doi.org/10.1007/BF02578991

Download citation

  • Received:

  • Accepted:

  • Issue Date:

  • DOI: https://doi.org/10.1007/BF02578991

Key Words

AMS subject classification

Navigation