On quasidifferentiable optimization
- 1 August 1986
- journal article
- research article
- Published by Cambridge University Press (CUP) in Journal of the Australian Mathematical Society. Series A. Pure Mathematics and Statistics
- Vol. 41 (1) , 64-78
- https://doi.org/10.1017/s1446788700028081
Abstract
Lagrangian necessary conditions for optimality, of both Fritz John and Kuhn Tucker types, are obtained for a constrained minimization problem, where the functions are locally Lipschitz and have directional derivatives, but need not have linear Gâteaux derivatives; the variable may be constrained to lie in a nonconvex set. The directional derivatives are assumed to have some convexity properties as functions of direction; this generalizes the concept of quasidifferentiable function. The convexity is not required when directional derivatives are replaced by Clarke generalized derivatives. Sufficient Kuhn Tucker conditions, and a criterion for the locally solvable constraint qualification, are obtained for directionally differentiable functions.Keywords
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