Sequential optimality conditions for composed convex optimization problems |
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Authors: | Radu Ioan Bo? Gert Wanka |
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Affiliation: | Faculty of Mathematics, Chemnitz University of Technology, D-09107 Chemnitz, Germany |
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Abstract: | Using a general approach which provides sequential optimality conditions for a general convex optimization problem, we derive necessary and sufficient optimality conditions for composed convex optimization problems. Further, we give sequential characterizations for a subgradient of the precomposition of a K-increasing lower semicontinuous convex function with a K-convex and K-epi-closed (continuous) function, where K is a nonempty convex cone. We prove that several results from the literature dealing with sequential characterizations of subgradients are obtained as particular cases of our results. We also improve the above mentioned statements. |
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Keywords: | Convex programming Conjugate function Perturbation theory Sequential optimality conditions |
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