Bot, Radu Ioan ; Csetnek, Ernö Robert ; Wanka, Gert : Sequential optimality conditions in convex programming via perturbation approach
- Author(s):
-
Bot, Radu Ioan
Csetnek, Ernö Robert
Wanka, Gert
- Title:
- Sequential optimality conditions in convex programming via perturbation approach
- Electronic source:
-
application/pdf
- Preprint series:
- Technische Universität Chemnitz, Fakultät für Mathematik (Germany). Preprint 23, 2006
- Mathematics Subject Classification:
-
90C25 [ Convex programming ] 90C46 [ Optimality conditions, duality ] 47A55 [ Perturbation theory ] - Abstract:
- In this paper a necessary and sufficient sequential optimality condition without a constraint qualification for a general convex optimization problem is given in terms of the ε - subdifferential. Further, a sequential characterization of optimal solutions involving the convex subdifferential is derived using a version of the Brøndsted-Rockafellar Theorem. We prove that some results from the literature concerning sequential generalizations of the Pshenichnyi-Rockafellar Lemma are obtained as particular cases of our results. Moreover, by this general approach we succeed to improve some sequential Lagrange multiplier conditions given in the past.
- Keywords:
- convex programming, conjugate function,
ε - subdifferential, sequential optimality conditions
- Language:
-
English
- Publication time:
- 1 / 2007
