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Approximate optimality conditions for minimax programming problems
Abstract:In this article we study non-smooth Lipschitz programming problems with set inclusion and abstract constraints. Our aim is to develop approximate optimality conditions for minimax programming problems in absence of any constraint qualification. The optimality conditions are worked out not exactly at the optimal solution but at some points in a neighbourhood of the optimal solution. For this reason, we call the conditions as approximate optimality conditions. Later we extend the results in terms of the limiting subdifferentials in presence of an appropriate constraint qualification thereby leading to the optimality conditions at the exact optimal point.
Keywords:locally Lipschitz functions  proximal subdifferentials  limiting subdifferentials  Lagrange multipliers  optimality conditions
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