Necessary optimality conditions in non-smooth problems with equality constraints

Автор: Khachatryan R.A.

Журнал: Владикавказский математический журнал @vmj-ru

Статья в выпуске: 3 т.18, 2016 года.

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Necessary conditions for extremum in non smooth problems are obtained in this article. The problem under consideration includes both equality and inequality type constrains given by non-smooth functions. The necessary conditions are given in terms of asymptotic subdifferentials. Generalized Lagranges's multiplier rule for non-smooth problems with not local lipschitz constraints is obtained. It is proved also that Peno's and Clark's generalized derivatives are upper convex approximations for local Lipshitz functions.

Короткий адрес: https://sciup.org/14318549

IDR: 14318549

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