This article is cited in 1 paper

Applied mathematics

Constrained optimality conditions in terms of proper and adjoint coexhausters

M. E. Abbasov

St. Petersburg State University, 7-9, Universitetskaya nab., St. Petersburg, 199034, Russian Federation

Abstract: Coexhasuters are families of convex compact sets allowing one to represent the approximation of the increment of the studied function in the neighborhood of a considered point in the form of MaxMin or MinMax of affine functions. Researchers developed a calculus of these objects, which makes it possible to build thesefamilies for a wide class of nonsmooth functions. They also described unconstrained optimality conditions in terms of coexhausters, which paved the way for the construction of new optimization algorithms. In this paper we derive constrained optimality conditions in terms of coexhausters.

Keywords: nonsmooth analysis, nondifferentiable optimization, coexhausters, optimality conditions.

UDC: 519.853

MSC: 49J52

Received: September 18, 2018
Accepted: March 15, 2019

DOI: 10.21638/11701/spbu10.2019.201

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