Directional Kuhn--Tucker condition and duality for quasidifferentiable programs (Q1422313)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Directional Kuhn--Tucker condition and duality for quasidifferentiable programs
scientific article

    Statements

    Directional Kuhn--Tucker condition and duality for quasidifferentiable programs (English)
    0 references
    0 references
    11 February 2004
    0 references
    The focus in the paper is on necessary and sufficient optimality conditions for quasidifferentiable optimization problems with inequality constraints. Being obvious for quasidifferentiable programs the optimality conditions are formulated in terms of the directional derivative of the (regular) Lagrange function of the problem. In the necessary conditions it is shown that direction depending Lagrange multipliers exist such that this directional derivative is non-negative for all directions. If all problem functions are \(\eta\)-invex, the necessary condition is also sufficient for global optimality. Examples show that the Lagrange multipliers really depend on the direction for non-convex problems.
    0 references
    0 references
    quasidifferentiable functions
    0 references
    necessary optimality conditions
    0 references
    directional Kuhn-Tucker conditions
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references