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Nondifferentiable optimization by smooth approximations. (English) Zbl 0591.49016

The following nonsmooth constraint minimization problem is considered: Minimize f(x) subject to \(x\in X_ 0\), -g(x)\(\in S\), \(h(x)=0\), where \(X_ 0\) is an open subset of \(R^ n\), \(f: X_ 0\to R\), \(g: K_ 0\to R^ m\), \(h: X_ 0\to R^ r\) are locally Lipschitz functions, not necessarily Fréchet-differentiable, S is an arbitrary closed convex cone in \(R^ m\), int \(S\neq \emptyset\). Necessary Lagrangian conditions for this problem are obtained via a sequence of smooth local approximations to the problem. The approach is applied to finite dimensional problems with convex cones, semiinfinite programming problems, continuous programming problems, and optimal control. A duality theorem is obtained, in which the usual convexity hypotheses are weakened to a generalized invex condition using generalized gradients.
Reviewer: K.Zimmermann

MSC:

49K10 Optimality conditions for free problems in two or more independent variables
49N15 Duality theory (optimization)
90C30 Nonlinear programming
26B05 Continuity and differentiation questions
49J50 Fréchet and Gateaux differentiability in optimization
90C34 Semi-infinite programming
Full Text: DOI

References:

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