Constrained optimality conditions in terms of proper and adjoint coexhausters
Vestnik Sankt-Peterburgskogo universiteta. Prikladnaâ matematika, informatika, processy upravleniâ, Tome 15 (2019) no. 2, pp. 160-172 Cet article a éte moissonné depuis la source Math-Net.Ru

Voir la notice de l'article

Coexhasuters are families of convex compact sets allowing one to represent the approximation of the increment of the studied function in the neighborhood of a considered point in the form of MaxMin or MinMax of affine functions. Researchers developed a calculus of these objects, which makes it possible to build thesefamilies for a wide class of nonsmooth functions. They also described unconstrained optimality conditions in terms of coexhausters, which paved the way for the construction of new optimization algorithms. In this paper we derive constrained optimality conditions in terms of coexhausters.
Keywords: nonsmooth analysis, nondifferentiable optimization, coexhausters, optimality conditions.
@article{VSPUI_2019_15_2_a0,
     author = {M. E. Abbasov},
     title = {Constrained optimality conditions in terms of proper and adjoint coexhausters},
     journal = {Vestnik Sankt-Peterburgskogo universiteta. Prikladna\^a matematika, informatika, processy upravleni\^a},
     pages = {160--172},
     year = {2019},
     volume = {15},
     number = {2},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/VSPUI_2019_15_2_a0/}
}
TY  - JOUR
AU  - M. E. Abbasov
TI  - Constrained optimality conditions in terms of proper and adjoint coexhausters
JO  - Vestnik Sankt-Peterburgskogo universiteta. Prikladnaâ matematika, informatika, processy upravleniâ
PY  - 2019
SP  - 160
EP  - 172
VL  - 15
IS  - 2
UR  - http://geodesic.mathdoc.fr/item/VSPUI_2019_15_2_a0/
LA  - ru
ID  - VSPUI_2019_15_2_a0
ER  - 
%0 Journal Article
%A M. E. Abbasov
%T Constrained optimality conditions in terms of proper and adjoint coexhausters
%J Vestnik Sankt-Peterburgskogo universiteta. Prikladnaâ matematika, informatika, processy upravleniâ
%D 2019
%P 160-172
%V 15
%N 2
%U http://geodesic.mathdoc.fr/item/VSPUI_2019_15_2_a0/
%G ru
%F VSPUI_2019_15_2_a0
M. E. Abbasov. Constrained optimality conditions in terms of proper and adjoint coexhausters. Vestnik Sankt-Peterburgskogo universiteta. Prikladnaâ matematika, informatika, processy upravleniâ, Tome 15 (2019) no. 2, pp. 160-172. http://geodesic.mathdoc.fr/item/VSPUI_2019_15_2_a0/

[1] Abankin A. E., “Unconstrained minimization of $H$-hyperdifferentiable functions”, Computational Mathematics and Mathematical Physics, 38:9 (1998), 1500–1508 (In Russian) | MR | Zbl

[2] Demyanov V. F., “Exhausters and convexificators — new tools in nonsmooth analysis”, Quasidifferentiability and related topics, eds. V. Demyanov, A. Rubinov, Kluwer Academic Publ., Dordrecht, 2000, 85–137 | DOI | MR | Zbl

[3] Abbasov M. E., Demyanov V. F., “Extremum conditions for a nonsmooth function in terms of exhausters and coexhausters”, Proceedings of the Steklov Institute of Mathematics, 269:1 (2010), 6–15 | DOI | MR | Zbl

[4] Abbasov M. E., Demyanov V. F., “Adjoint coexhausters in nonsmooth analysis and extremality conditions”, Journal of Optimization Theory and Applications, 156:3 (2013), 535–553 | DOI | MR | Zbl

[5] Demyanov V. F., “Proper exhausters and coexhausters in nonsmooth analysis”, Optimization, 61:11 (2012), 1347–1368 | DOI | MR | Zbl

[6] Fominyh A. V., Karelin V. V., Polyakova L. N., “Application of the hypodifferential descent method to the problem of constructing an optimal control”, Optimization Letters, 12:8 (2018), 1825–1839 | DOI | MR | Zbl

[7] Demyanov V. F., Vasilev L. V., Nondifferentiable optimization, 1981, 384 pp. (In Russian) | MR

[8] Polovinkin E. S., Balashov M. V., Elements of convex and strongly convex analysis, Fizmatlit Publ., M., 2007, 440 pp. (In Russian)

[9] Demyanov V. F., Rubinov A. M., Foundations of Nonsmooth Analysis. Quasidifferential Calculus, Nauka Publ., M., 1990, 431 pp. (In Russian)