Optimality conditions for convex problems on intersections of non necessarily convex sets
Allevi, E. (Università degli Studi di Brescia. Dipartimento di Economia e Management)
Riccardi, R. (Università degli Studi di Brescia. Dipartimento di Economia e Management)
Martínez Legaz, Juan Enrique (Universitat Autònoma de Barcelona. Departament d'Economia i d'Història Econòmica)

Fecha:	2020
Resumen:	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.
Ayudas:	Ministerio de Economía y Competitividad MTM2014-59179-C2-2-P
Nota:	Altres ajuts: SEV-2015-0563
Derechos:	Tots els drets reservats.
Lengua:	Anglès
Documento:	Article ; recerca ; Versió acceptada per publicar
Materia:	Convex optimization ; Nonsmooth optimization ; Optimality conditions
Publicado en:	Journal of global optimization, Vol. 77 (2020) , p. 143-155, ISSN 0925-5001

DOI: 10.1007/s10898-019-00849-z

Postprint 15 p, 353.1 KB

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