ε-Optimal solutions in nondifferentiable convex programming and some related questions |
| |
Authors: | J. -J. Strodiot V. Hien Nguyen Norbert Heukemes |
| |
Affiliation: | 1. Department of Mathematics, Facultés Universitaires de Namur, Namur, Belgium
|
| |
Abstract: | In this paper we present ε-optimality conditions of the Kuhn-Tucker type for points which are within ε of being optimal to the problem of minimizing a nondifferentiable convex objective function subject to nondifferentiable convex inequality constraints, linear equality constraints and abstract constraints. Such ε-optimality conditions are of interest for theoretical consideration as well as from the computational point of view. Some illustrative applications are made. Thus we derive an expression for the ε-subdifferential of a general convex ‘max function’. We also show how the ε-optimality conditions given in this paper can be mechanized into a bundle algorithm for solving nondifferentiable convex programming problems with linear inequality constraints. |
| |
Keywords: | |
本文献已被 SpringerLink 等数据库收录! |