Directional derivative calculus and optimality conditions in nonsmooth mathematical programming

Directional derivative calculus and optimality conditions in nonsmooth mathematical programming

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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:
Keywords: optimization
Abstract:

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.

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