Optimality conditions for convex problems on intersections of non necessarily convex sets

We present necessary and sufficient optimality conditions for the minimization of pseudoconvex functions over convex intersections of non necessarily convex sets. To this aim, we use the notion of local normal cone to a closed set at a point, due to Linh and Penot (SIAM J Optim 17:500-510, 2006). Th...

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Detalles Bibliográficos
Autores: Allevi, Elisabetta|||0000-0003-4914-9124; Riccardi, Rossana; Martínez Legaz, Juan Enrique|||0000-0002-6845-6202
Tipo de documento: Artículo
Fecha de publicación:2020
País:España
Institución:Universitat Autònoma de Barcelona
Repositorio:Dipòsit Digital de Documents de la UAB
Lenguaje:Inglés
OAI Identifier:oai:ddd.uab.cat:224366
Acceso en línea:https://ddd.uab.cat/record/224366
https://dx.doi.org/urn:doi:10.1007/s10898-019-00849-z
Nivel de acceso:Acceso abierto
Palabra clave:Convex optimization
Nonsmooth optimization
Optimality conditions
Descripción
Sumario:We present necessary and sufficient optimality conditions for the minimization of pseudoconvex functions over convex intersections of non necessarily convex sets. To this aim, we use the notion of local normal cone to a closed set at a point, due to Linh and Penot (SIAM J Optim 17:500-510, 2006). The technique we use to obtain the optimality conditions is based on the so called canonical representation of a closed set by means of its associated oriented distance function.