EN
APPROXIMATE OPTIMALITY CONDITIONS
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.
Keywords
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.
Details
Primary Language
English
Subjects
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Journal Section
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Publication Date
June 1, 2014
Submission Date
-
Acceptance Date
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Published in Issue
Year 2014 Volume: 4 Number: 1
APA
Sahraoui, R., & Beddani, A. (2014). APPROXIMATE OPTIMALITY CONDITIONS. TWMS Journal of Applied and Engineering Mathematics, 4(1), 86-91. https://izlik.org/JA53GU34FL
AMA
1.Sahraoui R, Beddani A. APPROXIMATE OPTIMALITY CONDITIONS. JAEM. 2014;4(1):86-91. https://izlik.org/JA53GU34FL
Chicago
Sahraoui, R., and A. Beddani. 2014. “APPROXIMATE OPTIMALITY CONDITIONS”. TWMS Journal of Applied and Engineering Mathematics 4 (1): 86-91. https://izlik.org/JA53GU34FL.
EndNote
Sahraoui R, Beddani A (June 1, 2014) APPROXIMATE OPTIMALITY CONDITIONS. TWMS Journal of Applied and Engineering Mathematics 4 1 86–91.
IEEE
[1]R. Sahraoui and A. Beddani, “APPROXIMATE OPTIMALITY CONDITIONS”, JAEM, vol. 4, no. 1, pp. 86–91, June 2014, [Online]. Available: https://izlik.org/JA53GU34FL
ISNAD
Sahraoui, R. - Beddani, A. “APPROXIMATE OPTIMALITY CONDITIONS”. TWMS Journal of Applied and Engineering Mathematics 4/1 (June 1, 2014): 86-91. https://izlik.org/JA53GU34FL.
JAMA
1.Sahraoui R, Beddani A. APPROXIMATE OPTIMALITY CONDITIONS. JAEM. 2014;4:86–91.
MLA
Sahraoui, R., and A. Beddani. “APPROXIMATE OPTIMALITY CONDITIONS”. TWMS Journal of Applied and Engineering Mathematics, vol. 4, no. 1, June 2014, pp. 86-91, https://izlik.org/JA53GU34FL.
Vancouver
1.R. Sahraoui, A. Beddani. APPROXIMATE OPTIMALITY CONDITIONS. JAEM [Internet]. 2014 Jun. 1;4(1):86-91. Available from: https://izlik.org/JA53GU34FL