Sufficient Fritz John optimality conditions for nondifferentiable convex programming

Author:

Craven B. D.,Mond B.

Abstract

AbstractThe Fritz John necessary conditions for optimality of a differentiable nonlinear programming problem have been shown, given additional convexity hypotheses, to be also sufficient (by Gulati, Craven, and others). This sufficiency theorem is now extended to minimization (suitably defined) of a function taking values in a partially ordered space, and to (convex) objective and constraint functions which are not always differentiable. The results are expressed in terms of subgradients.

Publisher

Cambridge University Press (CUP)

Subject

Applied Mathematics

Reference13 articles.

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2. [2] Bector C. R. and Gulati T. R. , Sufficient optimality conditions in presence of quasiconvex equality and inequality constraints, Zeitschrift für Mathematische Operationsforschung und Statistik, to appear.

3. Conjugate Duality and Optimization

4. [9] Craven B. D. and Mond B. , Lagrangean conditions for quasidifferentiable optimization, University of Melbourne, School of Mathematical Sciences, Research Report No. 7 (1976).

5. [3] Borwein J. M. . Optimization with respect to partial orderings. D. Phil. thesis, Oxford, 1974.

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