scientific article; zbMATH DE number 13147

Publication date 25 June 1992

exact penalty function generalized subdifferential theory locally Lipschitz programming non-Lipschitz programming nonlinear constraints optimality conditions upper-convex approximations

Mathematics Subject Classification ID

Nonsmooth analysis (49J52) Optimality conditions for free problems in two or more independent variables (49K10) Nonlinear programming (90C30)

Review text

This paper studies non-Lipschitz programming problems, i.e., the problem of minimizing a nonlinear function subject to nonlinear constraints where all of the functions involved are not Lipschitz. Using upper-convex approximations introduced by Pshenichnyi and generalized subdifferential theory, the authors discuss optimality conditions and conditions for an exact penalty function to exist. For locally Lipschitz programming problems Clarke introduced the concept of generalized subdifferential and proved that \(x_ 0\) is a local minimizer if and only if the subdifferential of the objective function at \(x_ 0\) contains the origin. Later, Hiriart-Urruty presented a Kuhn- Tucker optimality condition for locally Lipschitz programming problems. In the first part of the present paper, similar results are given for non-Lipschitz programming problems, as well as the boundedness of the Lagrange multipliers. These results are generalizations of the above mentioned results for locally Lipschitz programming problems. In the second part of the present paper, the authors prove that if \(x_ 0\) is a (strictly) local minimizer of the non-Lipschitz programming problem, then there exists a positive constant \(\bar c\), such that \(x_ 0\) is a (strictly) local minimizer of the exact penalty function (with \(c\) as the penalty parameter) for all \(c\geq \bar c\).

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