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Extension of optimality conditions via supporting functions (1973)

Bazaraa, M. S. ; Goode, J. J.

Springer

Mathematical programming 5 (1973), S. 267-285

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ISSN: 1436-4646

Source: Springer Online Journal Archives 1860-2000

Topics: Computer Science , Mathematics

Notes: Abstract In this study we introduce the notion of supporting functions and exploit some of their important properties. We make use of these functions to develop generalized optimality conditions of a mixed stationary-saddle type, where the supporting functions play either the role of the gradients/directional derivatives and/or the role of the original functions. These conditions may be applied to certain problems involving nondifferentiable and/or nonconvex functions. Classical, as well as new stationary and saddle optimality conditions follow from our approach in a natural fashion.

Type of Medium: Electronic Resource

URL: http://dx.doi.org/10.1007/BF01580133

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