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Abstract subdifferentials and some characterizations of optimal solutions
Authors:I. Singer
Affiliation:(1) National Institute for Scientific and Technical Creation and Institute of Mathematics, Bucharest, Romania
Abstract:We introduce and study the subdifferential of a function at a point, with respect to a primal-dual pair of optimization problems, which encompasses, as particular cases, several known concepts of subdifferential. We give a characterization of optimal solutions of the primal problem, in terms of abstract Lagrangians, and a simultaneous characterization of optimal solutions and strong duality, with the aid of abstract subdifferentials. We give some applications to unperturbational Lagrangian duality and unperturbational surrogate duality.We wish to thank H. J. Greenberg for discussions and valuable remarks on the subject of this paper, made during his visit in Bucharest, in May 1985, within the framework of the Cooperative Exchange Agreement between the National Academy of Sciences of the USA and the Romanian Academy of Sciences.
Keywords:Primal-dual pair of optimization problems  abstract Lagrangian  abstract subdifferential  unperturbational Lagrangian duality  unperturbational surrogate duality
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