Article ID: | iaor1989726 |
Country: | India |
Volume: | 10 |
Issue: | 1 |
Start Page Number: | 81 |
End Page Number: | 96 |
Publication Date: | Jan 1989 |
Journal: | Journal of Information & Optimization Sciences |
Authors: | Ward Doug |
Keywords: | optimization |
Recent research in nonsmooth analysis has produced a calculus for generalized directional derivatives and subgradients of nondifferentiable functions. In this paper, a chain rule is added to this calculus and applied in the derivation of necessary optimality conditions for an abstract mathematical program.