Duality for nondifferentiable nonlinear programming problems: A feasible direction approach (Q1184766)
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English | Duality for nondifferentiable nonlinear programming problems: A feasible direction approach |
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Duality for nondifferentiable nonlinear programming problems: A feasible direction approach (English)
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28 June 1992
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The authors consider the optimization problem (P): max \(g(x)\) over the set \(X=\{x\in\mathbb{R}^ n\mid f_ j(x)\) \(\geq 0\), \(j=1,\dots,m\}\), where the functions \(g\), \(f_ 1,\dots,f_ m\) are proper real functions on \(\mathbb{R}^ n\) but not necessarily differentiable. It is shown that a generalized dual of (P) defined in terms of Dini derivatives can be a useful tool of solving (P) specially in the case when \(g\) is pseudoconcave.
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duality
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nondifferentiable nonlinear programming
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feasible direction
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pseudoconcavity
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Dini derivatives
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