TY - JOUR
T1 - Optimality conditions in optimization problems with convex feasible set using convexificators
AU - Kabgani, A.
AU - Soleimani-damaneh, M.
AU - Zamani, M.
PY - 2017
Y1 - 2017
N2 - In this paper, we consider a nonsmooth optimization problem with a convex feasible set described by constraint functions which are neither convex nor differentiable nor locally Lipschitz necessarily. Utilizing upper regular convexificators, we characterize the normal cone of the feasible set and derive KKT type necessary and sufficient optimality conditions. Under some assumptions, we show that the set of KKT multipliers is bounded. We also characterize the set of optimal solutions and introduce a linear approximation corresponding to the original problem which is useful in checking optimality. The obtained outcomes extend various results existing in the literature to a more general setting.
AB - In this paper, we consider a nonsmooth optimization problem with a convex feasible set described by constraint functions which are neither convex nor differentiable nor locally Lipschitz necessarily. Utilizing upper regular convexificators, we characterize the normal cone of the feasible set and derive KKT type necessary and sufficient optimality conditions. Under some assumptions, we show that the set of KKT multipliers is bounded. We also characterize the set of optimal solutions and introduce a linear approximation corresponding to the original problem which is useful in checking optimality. The obtained outcomes extend various results existing in the literature to a more general setting.
U2 - 10.1007/s00186-017-0584-2
DO - 10.1007/s00186-017-0584-2
M3 - Article
SN - 1432-2994
VL - 86
SP - 103
EP - 121
JO - Mathematical Methods of Operations Research
JF - Mathematical Methods of Operations Research
ER -