Saddle point type optimality criteria for optimization problems over cone

Saddle point type optimality criteria for optimization problems over cone

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Article ID: iaor20042335
Country: India
Volume: 40
Issue: 2
Start Page Number: 81
End Page Number: 96
Publication Date: Jun 2003
Journal: OPSEARCH
Authors:
Abstract:

In this paper, concepts of arcwise cone-connected mappings, *-arcwise semi differentiability, *-pseudo cone-connected mappings and *-quasi cone-connected mappings are introduced in infinite dimensional spaces. Fritz John and Karush–Kuhn–Tucker type necessary and sufficient conditions are given for a weak minimum and a minimum of the optimization problem over cones. These conditions are then used to study saddle point optimality criteria in terms of a Lagrangian function.

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