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Necessary Optimality Conditions in Non-Smooth Problems with Equality Constraints
Khachatryan R. A.
Vladikavkaz Mathematical Journal 2016. Vol. 18. Issue 3.
Necessary conditions for extremum in non smooth problems are obtained in this article. The problem under consideration includes both equality and inequality type constrains given by non-smooth functions. The necessary conditions are given in terms of asymptotic subdifferentials. Generalized Lagranges's multiplier rule for non-smooth problems with not local lipschitz constraints is obtained. It is proved also that Peno's and Clark's generalized derivatives are upper convex approximations for local Lipshitz functions.
Keywords: subdifferential, tent, tangent cone
Language: Russian Download the full text
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