Sequential Optimality Conditions in Convex Programming via Perturbation Approach
Journal of convex analysis, Tome 15 (2008) no. 1, pp. 149-164
Voir la notice de l'article provenant de la source Heldermann Verlag
A necessary and sufficient sequential optimality condition without a constraint qualification for a general convex optimization problem is given in terms of the ε-subdifferential. Further, a sequential characterization of optimal solutions involving the convex subdifferential is derived using a version of the Bröndsted-Rockafellar Theorem. We prove that some results from the literature concerning sequential generalizations of the Pshenichnyi-Rockafellar Lemma are obtained as particular cases of our results. Moreover, by this general approach we succeed to improve some sequential Lagrange multiplier conditions given in the past.
Classification :
90C25, 90C46, 47A55, 42A50
Mots-clés : Convex programming, conjugate function, epsilon-subdifferential, sequential optimality conditions
Mots-clés : Convex programming, conjugate function, epsilon-subdifferential, sequential optimality conditions
@article{JCA_2008_15_1_JCA_2008_15_1_a9,
author = {R. I. Bot and E. R. Csetnek and G. Wanka},
title = {Sequential {Optimality} {Conditions} in {Convex} {Programming} via {Perturbation} {Approach}},
journal = {Journal of convex analysis},
pages = {149--164},
publisher = {mathdoc},
volume = {15},
number = {1},
year = {2008},
url = {http://geodesic.mathdoc.fr/item/JCA_2008_15_1_JCA_2008_15_1_a9/}
}
TY - JOUR AU - R. I. Bot AU - E. R. Csetnek AU - G. Wanka TI - Sequential Optimality Conditions in Convex Programming via Perturbation Approach JO - Journal of convex analysis PY - 2008 SP - 149 EP - 164 VL - 15 IS - 1 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/JCA_2008_15_1_JCA_2008_15_1_a9/ ID - JCA_2008_15_1_JCA_2008_15_1_a9 ER -
%0 Journal Article %A R. I. Bot %A E. R. Csetnek %A G. Wanka %T Sequential Optimality Conditions in Convex Programming via Perturbation Approach %J Journal of convex analysis %D 2008 %P 149-164 %V 15 %N 1 %I mathdoc %U http://geodesic.mathdoc.fr/item/JCA_2008_15_1_JCA_2008_15_1_a9/ %F JCA_2008_15_1_JCA_2008_15_1_a9
R. I. Bot; E. R. Csetnek; G. Wanka. Sequential Optimality Conditions in Convex Programming via Perturbation Approach. Journal of convex analysis, Tome 15 (2008) no. 1, pp. 149-164. http://geodesic.mathdoc.fr/item/JCA_2008_15_1_JCA_2008_15_1_a9/