Extremum Conditions for a Nonsmooth Function in Terms of Exhausters and Coexhausters

被引:10
|
作者
Abbasov, M. E. [1 ]
Demyanov, V. F. [1 ]
机构
[1] St Petersburg State Univ, Fac Appl Math & Control Proc, Pr Univ 35, St Petersburg 198054, Russia
基金
俄罗斯基础研究基金会;
关键词
nonsmooth analysis; nondifferentiable optimization; exhauster; coexhauster; converter;
D O I
10.1134/S0081543810060027
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
The notions of upper and lower exhausters and coexhausters are discussed and necessary conditions for an unconstrained extremum of a nonsmooth function are derived. The necessary conditions for a minimum are formulated in terms of an upper exhauster (coexhauster) and the necessary conditions for a maximum are formulated in terms of a lower exhauster (coexhauster). This involves the problem of transforming an upper exhauster (coexhauster) into a lower exhauster (coexhauster) and vice versa. The transformation is carried out by means of a conversion operation (converter). Second-order approximations obtained with the help of second-order (upper and lower) coexhausters are considered. It is shown how a secondorder upper coexhauster can be converted into a lower coexhauster and vice versa. This problem is reduced to using a first-order conversion operator but in a space of a higher dimension. The obtained result allows one to construct second-order methods for the optimization of nonsmooth functions (Newton-type methods).
引用
收藏
页码:S6 / S15
页数:10
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