On the maximization of (not necessarily) convex functions on convex sets

被引:6
|
作者
Zalinescu, C. [1 ]
机构
[1] Alexandru Ioan Cuza Univ, Romanian Acad, Inst Math, Fac Math,O Mayer Inst Math, Iasi 700506, Romania
关键词
global maximization; normal cone; quasiconvex function; quasi relative interior; subdifferential;
D O I
10.1007/s10898-006-9016-1
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
The global solutions of the problem of maximizing a convex function on a convex set were characterized by several authors using the Fenchel (approximate) subdifferential. When the objective function is quasiconvex it was considered the differentiable case or used the Clarke subdifferential. The aim of the present paper is to give necessary and sufficient optimality conditions using several subdifferentials adequate for quasiconvex functions. In this way we recover almost all the previous results related to such global maximization problems with simple proofs.
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页码:379 / 389
页数:11
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