当前位置: X-MOL 学术J. Optim. Theory Appl. › 论文详情
Our official English website, www.x-mol.net, welcomes your feedback! (Note: you will need to create a separate account there.)
Optimality Conditions for Nonconvex Nonsmooth Optimization via Global Derivatives
Journal of Optimization Theory and Applications ( IF 1.6 ) Pub Date : 2019-12-07 , DOI: 10.1007/s10957-019-01613-9
Felipe Lara

The notions of upper and lower global directional derivatives are introduced for dealing with nonconvex and nonsmooth optimization problems. We provide calculus rules and monotonicity properties for these notions. As a consequence, new formulas for the Dini directional derivatives, radial epiderivatives and generalized asymptotic functions are given in terms of the upper and lower global directional derivatives. Furthermore, a mean value theorem, which extend the well-known Diewert’s mean value theorem for radially upper and lower semicontinuous functions, is established. We also provide necessary and sufficient optimality conditions for a point to be a local and/or global solution for the nonconvex minimization problem. Finally, applications for nonconvex and nonsmooth mathematical programming problems are also presented.

中文翻译:

通过全局导数的非凸非光滑优化的最优条件

引入上下全局方向导数的概念来处理非凸和非光滑优化问题。我们为这些概念提供了微积分规则和单调性。因此,根据上下全局方向导数给出了 Dini 方向导数、径向表导数和广义渐近函数的新公式。此外,还建立了一个平均值定理,它扩展了著名的 Diewert 的径向上半连续函数和下半连续函数的平均值定理。我们还提供了必要和充分的最优条件,使一个点成为非凸最小化问题的局部和/或全局解。最后,还介绍了非凸和非光滑数学规划问题的应用。
更新日期:2019-12-07
down
wechat
bug