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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Detalhes bibliográficos
Autores: Allevi, Elisabetta|||0000-0003-4914-9124; Riccardi, Rossana; Martínez Legaz, Juan Enrique|||0000-0002-6845-6202
Tipo de documento: Artigo
Data de publicação:2020
País:España
Recursos:Universitat Autònoma de Barcelona
Repositório:Dipòsit Digital de Documents de la UAB
Idioma:Inglês
OAI Identifier:oai:ddd.uab.cat:224366
Acesso em linha:https://ddd.uab.cat/record/224366
https://dx.doi.org/urn:doi:10.1007/s10898-019-00849-z
Nível de acesso:Acesso aberto
Palavra-chave:Convex optimization
Nonsmooth optimization
Optimality conditions
Descrição
Resumo: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.