Upper DSL approximates and nonsmooth optimization

Upper DSL approximates and nonsmooth optimization

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Article ID: iaor19901093
Country: Germany
Volume: 21
Start Page Number: 163
End Page Number: 177
Publication Date: May 1990
Journal: Optimization
Authors: ,
Abstract:

For a tangent cone A, an extended-real-value function f is said to admit an ‘A upper DSL approximate’ at x if its ‘A directional derivative’ at x is majorized by a difference of lower semicontinuous sublinear functions. By means of such approximates, the authors establish necessary optimality conditions of Fritz John and Kuhn-Tucker type for a nonsmooth, inequality-constrained mathematical program. Optimality conditions involving the quasidifferentials of Demyanov, the upper convex approximates of Pshenichnyi, and the upper DSL approximates of A. Shapiro are among the special cases of these general optimality conditions.

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