Optimality conditions for pseudoconvex minimization over convex sets defined by tangentially convex constraints

Juan Enrique Martínez-Legaz

doi:10.1007/s11590-014-0822-y

Optimality conditions for pseudoconvex minimization over convex sets defined by tangentially convex constraints

Juan Enrique Martínez-Legaz

Department of Economics and Economic History

Research output: Contribution to journal › Article › Research › peer-review

15 Citations (Scopus)

Abstract

© 2014, Springer-Verlag Berlin Heidelberg. We present necessary and sufficient optimality conditions for the minimization of pseudoconvex functions over convex sets defined by non necessarily convex functions, in terms of tangential subdifferentials. Our main result unifies a recent KKT type theorem obtained by Lasserre for differentiable functions with a nonsmooth version due to Dutta and Lalitha.

Original language	English
Pages (from-to)	1017-1023
Journal	Optimization Letters
Volume	9
Issue number	5
DOIs	https://doi.org/10.1007/s11590-014-0822-y
Publication status	Published - 26 Jun 2015

Keywords

Convex optimization
Nonsmooth optimization
Optimality conditions

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10.1007/s11590-014-0822-y

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abstract = "{\textcopyright} 2014, Springer-Verlag Berlin Heidelberg. We present necessary and sufficient optimality conditions for the minimization of pseudoconvex functions over convex sets defined by non necessarily convex functions, in terms of tangential subdifferentials. Our main result unifies a recent KKT type theorem obtained by Lasserre for differentiable functions with a nonsmooth version due to Dutta and Lalitha.",

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AB - © 2014, Springer-Verlag Berlin Heidelberg. We present necessary and sufficient optimality conditions for the minimization of pseudoconvex functions over convex sets defined by non necessarily convex functions, in terms of tangential subdifferentials. Our main result unifies a recent KKT type theorem obtained by Lasserre for differentiable functions with a nonsmooth version due to Dutta and Lalitha.

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KW - Nonsmooth optimization

KW - Optimality conditions

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