Abstract subdifferentials and some characterizations of optimal solutions

DOI10.1007/BF00938546MaRDI QIDQ1089608zbMATH OpenFDO

Authors Ivan Singer

Publication date 1988

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF00938546

zbMATH Keywords

abstract Lagrangiansabstract subdifferentialsprimal-dual pair of optimization problemsstrong dualityunperturbational Lagrangian dualityunperturbational surrogate duality

Mathematics Subject Classification ID

Nonsmooth analysis (49J52) Duality theory (optimization) (49N15) Programming in abstract spaces (90C48)

Review text

We introduce and study the subdifferential of a function at a point, with respect to a primal-dual pair of optimization problems, which encompasses, as particular cases, several known concepts of subdifferential. We give a characterization of optimal solutions of the primal problem, in terms of abstract Lagrangians, and a simultaneous characterization of optimal solutions and strong duality, with the aid of abstract subdifferentials. We give some applications to unperturbational Lagrangian duality and unperturbational surrogate duality.

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Cites work

• A general theory of dual optimization problems
• An Extension of Duality-Stability Relations to Nonconvex Optimization Problems
• scientific article; zbMATH DE number 3465097 (Why is no real title available?)
• Optimization by level set methods. III: Characterizations of solutions in the presence of duality
• Surrogate conjugate functionals and surrogate convexity
• Surrogate Mathematical Programming

Cited in

(5)

• Nonintegrability of the classical Zeeman Hamiltonian
• Exact characterization for subdifferentials of a special optimal value function
• Some further relations between unperturbational and perturbational dual optimization problems
• Dualization of subgradient conditions for optimality
• A general theory of dual optimization problems. II: On the perturbational dual problem corresponding to an unperturbational dual problem

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