Optimality conditions for convex problems on intersections of non necessarily convex sets (Q2173517): Difference between revisions

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Optimality conditions for convex problems on intersections of non necessarily convex sets
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    Optimality conditions for convex problems on intersections of non necessarily convex sets (English)
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    23 April 2020
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    The KKT theorem provides necessary and sufficient conditions for the global optimality of convex optimization problems under suitable regularity assumptions. In this paper, the authors consider optimization problems with sets rather than inequality constraints. They also assume that each individual set is not necessarily convex, but their intersection is. They prove a KKT-type theorem for such problems under a local convexity assumption on the defining sets. For the KKT condition's sufficiency, the objective function is assumed to be pseudoconvex in an appropriate sense. The proof of the main result relies on the use of an oriented distance instead of the classical distance, making the inequality constraints satisfy the Slater constraint qualification condition.
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    convex optimization
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    nonsmooth optimization
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    optimality conditions
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