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)
Data: |
2020 |
Resum: |
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. |
Ajuts: |
Ministerio de Economía y Competitividad MTM2014-59179-C2-2-P SEV-2015-0563
|
Drets: |
Tots els drets reservats  |
Llengua: |
Anglès |
Document: |
Article ; recerca ; Versió acceptada per publicar |
Matèria: |
Convex optimization ;
Nonsmooth optimization ;
Optimality conditions |
Publicat a: |
Journal of global optimization, Vol. 77 (2020) , p. 143-155, ISSN 0925-5001 |
DOI: 10.1007/s10898-019-00849-z
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Registre creat el 2020-06-05, darrera modificació el 2022-02-06