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JOURNALS // Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki // Archive

Zh. Vychisl. Mat. Mat. Fiz., 2014 Volume 54, Number 2, Page 256 (Mi zvmmf9990)

This article is cited in 2 papers

$Q$-subdifferential and $Q$-conjugate for global optimality

D. Fortina, I. Tseveendorjb

a INRIA, Domaine de Voluceau, Rocquencourt, B.P. 105, 78153 Le Chesnay Cedex, France
b Laboratoire PRiSM, UMR 8144 Université de Versailles 45, avenue des États-Unis 78035 Versailles Cedex, France

Abstract: Normal cone and subdifferential have been generalized through various continuous functions; in this article, we focus on a non separable $Q$-subdifferential version. Necessary and sufficient optimality conditions for unconstrained nonconvex problems are revisited accordingly. For inequality constrained problems, $Q$-subdifferential and the lagrangian multipliers, enhanced as continuous functions instead of scalars, allow us to derive new necessary and sufficient optimality conditions. In the same way, the Legendre–Fenchel conjugate is generalized into $Q$-conjugate and global optimality conditions are derived by $Q$-conjugate as well, leading to a tighter inequality.

Key words: global optimality conditions, continuous lagrangian multipliers, subdifferential, Legendre–Fenchel conjugate.

UDC: 519.626

Received: 03.04.2013

Language: English

DOI: 10.7868/S0044466914020069


 English version:
Computational Mathematics and Mathematical Physics, 2014, 54:2, 265–274

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