Characterization of generalized FJ and KKT conditions in nonsmooth nonconvex optimization (Q2301197)
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scientific article; zbMATH DE number 7175980
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| English | Characterization of generalized FJ and KKT conditions in nonsmooth nonconvex optimization |
scientific article; zbMATH DE number 7175980 |
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Characterization of generalized FJ and KKT conditions in nonsmooth nonconvex optimization (English)
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28 February 2020
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Fritz John (FJ) and Karush-Kuhn-Tucker (KKT) optimality conditions are investigated, without assuming a constraint qualification. This is done through the introduction of ``FJ points'' and ``KKT points'', as in [\textit{F. Flores-Bazán} and \textit{G. Mastroeni}, SIAM J. Optim. 25, No. 1, 647--676 (2015; Zbl 1398.90126)]. The innovation here is that, in contrast to the paper by Flores-Bazan and Mastroeni [loc. cit.], the functions are nonsmooth (locally Lipschitz), so the approach is in terms of the Clarke generalized gradient. An application to mathematical programs under a constraint defined by a variational inequality is also considered.
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FJ conditions
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KKT conditions
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strong duality
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nonconvex optimization
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nonsmooth optimization
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0.9070616960525512
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0.9046186804771424
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0.8374490141868591
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0.8068488836288452
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