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APPROXIMATE OPTIMALITY CONDITIONS

Year 2014, Volume: 4 Issue: 1, 86 - 91, 01.06.2014

Abstract

We propose in this paper a systematic study which is a variational approach of approximate optimality conditions in terms of Ekeland’s variational principle and some of its applications. Using a generalised differentiation sub-differentiability theory for non-smooth functions, new properties are then identified and approximate optimality conditions are established in the cases: convex, locally Lipschitz and finally lower semi-continuous.

References

  • Borwein, J.M., Preiss, D.,(1987), A smooth variational principle with applications to subdifferentia- bility and to differentiability of convex functions, Trans. Amer. Math. Soc. 303, p. 517–527.
  • Clarke, F.H., (1975), Generalized Gradients and Applications, Volume 205, p. 247-262.
  • Ekeland, I., (1979), Nonconvex minimization problems, Volume 1, Number 3, p. 443-473.
  • Ekeland, I., (1974), On the variational principle, J. Math. Anal. Appl. 47, p. 324-353.
  • Mordukhovich, B. S., (2006), Variational Analysis and Generalized Differentiation I and II, Springer, New-York.
  • Mordukhovich, B.S., (2004), Variational and Nonsmooth analysis, Departement of Mathematics Wayne State University, Presented at the Summer School of the First ICCOPT.
  • Rockafellar, R.T., (1972), Convex Analysis, Princeton, New Jersey. Princeton University.
  • Sahraoui, R., Thibault, L., (2008), Bolza type problem in discrete time, Taiwanese J. Math., vol.12, No.6, p. 1385-1400.

Year 2014, Volume: 4 Issue: 1, 86 - 91, 01.06.2014

Abstract

References

  • Borwein, J.M., Preiss, D.,(1987), A smooth variational principle with applications to subdifferentia- bility and to differentiability of convex functions, Trans. Amer. Math. Soc. 303, p. 517–527.
  • Clarke, F.H., (1975), Generalized Gradients and Applications, Volume 205, p. 247-262.
  • Ekeland, I., (1979), Nonconvex minimization problems, Volume 1, Number 3, p. 443-473.
  • Ekeland, I., (1974), On the variational principle, J. Math. Anal. Appl. 47, p. 324-353.
  • Mordukhovich, B. S., (2006), Variational Analysis and Generalized Differentiation I and II, Springer, New-York.
  • Mordukhovich, B.S., (2004), Variational and Nonsmooth analysis, Departement of Mathematics Wayne State University, Presented at the Summer School of the First ICCOPT.
  • Rockafellar, R.T., (1972), Convex Analysis, Princeton, New Jersey. Princeton University.
  • Sahraoui, R., Thibault, L., (2008), Bolza type problem in discrete time, Taiwanese J. Math., vol.12, No.6, p. 1385-1400.
There are 8 citations in total.

Details

Primary Language English
Authors

R. Sahraoui This is me

A. Beddani This is me

Publication Date June 1, 2014
Published in Issue Year 2014 Volume: 4 Issue: 1

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