Potentialities of Nonsmooth Optimization

arXiv1311.2367MaRDI QIDQ6246369FDOQ6246369

V. Ivanov

Publication date: 11 November 2013

Abstract: In this paper, we show that higher-order optimality conditions can be obtain for arbitrary nonsmooth function. We introduce a new higher-order directional derivative and higher-order subdifferential of Hadamard type of a given proper extended real function. This derivative is consistent with the classical higher-order Fr'echet directional derivative in the sense that both derivatives of the same order coincide if the last one exists. We obtain necessary and sufficient conditions of order $n$ ($n$ is a positive integer) for a local minimum and isolated local minimum of order $n$ in terms of these derivatives and subdifferentials. We do not require any restrictions on the function in our results. A special class $mathcal{F}_n$ of functions is defined and optimality conditions for isolated local minimum of order $n$ for a function $finmathcal{F}_n$ are derived. The derivative of order $n$ does not appear in these characterizations. We prove necessary and sufficient criteria such that every stationary point of order $n$ is a global minimizer. We compare our results with some previous ones.

Mathematics Subject Classification ID

Optimality conditions and duality in mathematical programming (90C46) Continuity and differentiation questions (26B05) Convexity of real functions of several variables, generalizations (26B25) Optimality conditions for free problems in two or more independent variables (49K10)

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