Bot, Radu Ioan ; Hodrea, Ioan Bogdan ; Wanka , Gert : ε -optimality conditions for composed convex optimization problems
- Author(s):
-
Bot, Radu Ioan
Hodrea, Ioan Bogdan
Wanka , Gert
- Title:
- ε -optimality conditions for composed convex optimization problems
- Electronic source:
-
application/pdf
- Preprint series:
- Technische Universität Chemnitz, Fakultät für Mathematik (Germany). Preprint 15, 2007
- Mathematics Subject Classification:
-
90C46 [ Optimality conditions, duality ] 49N15 [ Duality theory ] 90C25 [ Convex programming ] - Abstract:
- The aim of the present paper is to provide a formula for the ε - subdifferential of f + g o h different from the ones which can be found in the existent literature. Further we equivalently characterize this formula by using of a so-called closedness type regularity condition expressed by means of the epigraphs of the conjugates of the functions involved. Even more, using the ε - subdifferential formula we are able to derive necessary and sufficient conditions for the ε - optimal solutions of composed convex optimization problems.
- Keywords:
- conjugate functions, composed convex functions,
ε - subdifferential, ε - optimality conditions
- Language:
-
English
- Publication time:
- 9 / 2007
