Optimality conditions for pseudoconvex minimization over convex sets defined by tangentially convex constraints (Q2355322): Difference between revisions

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Optimality conditions for pseudoconvex minimization over convex sets defined by tangentially convex constraints
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    Optimality conditions for pseudoconvex minimization over convex sets defined by tangentially convex constraints (English)
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    22 July 2015
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    The author proves that it is possible to unify the Karush-Kuhn-Tucker type optimality of \textit{J. B. Lasserre} [Optim. Lett. 4, No. 1, 1--5 (2010; Zbl 1180.90237)] and the nonsmooth result for locally Lipschitz functions given by \textit{J. Dutta} and \textit{C. S. Lalitha} [Optim. Lett. 7, No. 2, 221--229 (2013; Zbl 1267.90096)]. A KKT type theorem is derived in terms of the tangent subdifferential. It is shown that the convexity condition on the objective function can be relaxed to pseudoconvexity. This assumption is required only for the sufficiency of the KKT conditions. A new characterization of the convexity of the feasible set is given.
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    convex optimization
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    nonsmooth optimization
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    optimality conditions
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