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Optimality conditions for pseudoconvex minimization over convex sets defined by tangentially convex constraints. (English) Zbl 1356.90108

The author proves that it is possible to unify the Karush-Kuhn-Tucker type optimality of J. B. Lasserre [Optim. Lett. 4, No. 1, 1–5 (2010; Zbl 1180.90237)] and the nonsmooth result for locally Lipschitz functions given by J. Dutta and C. S. Lalitha [Optim. Lett. 7, No. 2, 221–229 (2013; Zbl 1267.90096)]. A KKT type theorem is derived in terms of the tangent subdifferential. It is shown that the convexity condition on the objective function can be relaxed to pseudoconvexity. This assumption is required only for the sufficiency of the KKT conditions. A new characterization of the convexity of the feasible set is given.

MSC:

90C25 Convex programming
90C46 Optimality conditions and duality in mathematical programming

References:

[1] Dutta, J., Lalitha, C.S.: Optimality conditions in convex optimization revisited. Optim. Lett. 7(2), 221-229 (2013) · Zbl 1267.90096 · doi:10.1007/s11590-011-0410-3
[2] Giorgi, G.: Optimality conditions under generalized convexity revisited. Ann. Univ. Buchar. Math. Ser. 4(LXII)(2), 479-490 (2013) · Zbl 1324.90123
[3] Lasserre, J.B.: On representations of the feasible set in convex optimization. Optim. Lett. 4(1), 1-5 (2010) · Zbl 1180.90237 · doi:10.1007/s11590-009-0153-6
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