A First Order Sufficient Condition for Optimality in Nonsmooth Optimization |
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Authors: | Rafaë l Correa,Jean-Baptiste Hiriart-Urruty |
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Abstract: | We derive a simple sufficient condition for a point a∈S?X be a local minimum of f: X → R on S. This condition is of the first order in its nature and takes into account the derivative (or some generalization of it) in a neighborhood of a. Applications like a sufficient condition for (a, b)∈ S × T ? X × Y be a saddle-point of a bivariate function f: X × Y ? R are also proposed. |
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