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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
Journal Section Research Article
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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