First-order and second-order optimality conditions for nonsmooth constrained problems via convolution smoothing

被引:6
|
作者
Eberhard, Andrew C. [2 ]
Mordukhovich, Boris S. [1 ]
机构
[1] Wayne State Univ, Dept Math, Detroit, MI 48202 USA
[2] RMIT Univ, Sch Math & Geospatial Sci, Melbourne, Vic 3001, Australia
基金
美国国家科学基金会; 澳大利亚研究理事会;
关键词
variational analysis; constrained optimization; generalized differentiation; first-order and second-order optimality conditions; CONVEX MINIMIZATION; LOCAL MINIMA; ALGORITHM;
D O I
10.1080/02331934.2010.522713
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
This article mainly concerns deriving first-order and second-order necessary (and partly sufficient) optimality conditions for a general class of constrained optimization problems via smoothing regularization procedures based on infimal-like convolutions/envelopes. In this way, we obtain first-order optimality conditions of both lower subdifferential and upper subdifferential types and then second-order conditions of three kinds involving, respectively, generalized second-order directional derivatives, graphical derivatives of first-order subdifferentials and second-order subdifferentials defined via coderivatives of first-order constructions.
引用
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页码:253 / 275
页数:23
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