Saddlepoint problems in nondifferentiable programming

Saddlepoint problems in nondifferentiable programming

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Article ID: iaor1991273
Country: India
Volume: 11
Issue: 2
Start Page Number: 231
End Page Number: 248
Publication Date: May 1990
Journal: Journal of Information & Optimization Sciences
Authors:
Abstract:

Saddlepoint optimality conditions are derived for a class of nondifferentiable programming problems of the form minf(r) subject to x∈A,g(x)∈B, where A⊆X, a Banach space, and B⊆V, an order complete vector lattice. To establish many of the results the functions delimiting the problem are assumed to be order-Lipschitz, a property which is shown to be related to other Lipschitz-type definitions in the literature. A nonsmooth analysis for order-Lipschitz functions is included; in particular, directional derivatives, generalized gradients, optimality conditions and results concerning a calculus of generalized gradients are discussed. The saddlepoint optimality conditions are shown to compare favorably with other optimality conditions in the literature.

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