This article is cited in 1 paper

Necessary optimality conditions in non-smooth problems with equality constraints

R. A. Khachatryan

Yerevan State University, Yerevan, Armenia

Abstract: Necessary conditions for extremum in non smooth problems are obtained in this article. The problem under consideration includes both equality and inequality type constrains given by non-smooth functions. The necessary conditions are given in terms of asymptotic subdifferentials. Generalized Lagranges's multiplier rule for non-smooth problems with not local lipschitz constraints is obtained. It is proved also that Peno's and Clark's generalized derivatives are upper convex approximations for local Lipshitz functions.

Key words: subdifferential, tent, tangent cone.

UDC: 519.6

Received: 25.01.2015