Necessary Conditions for Constrained Optimization Problems with Semicontinuous and Continuous Data
نویسندگان
چکیده
We consider nonsmooth constrained optimization problems with semicontinuous and continuous data in Banach space and derive necessary conditions without constraint qualification in terms of smooth subderivatives and normal cones. These results, in different versions, are set in reflexive and smooth Banach spaces.
منابع مشابه
LP problems constrained with D-FRIs
In this paper, optimization of a linear objective function with fuzzy relational inequality constraints is investigated where the feasible region is formed as the intersection of two inequality fuzzy systems and Dombi family of t-norms is considered as fuzzy composition. Dombi family of t-norms includes a parametric family of continuous strict t-norms, whose members are increasing functions of ...
متن کاملLinear programming on SS-fuzzy inequality constrained problems
In this paper, a linear optimization problem is investigated whose constraints are defined with fuzzy relational inequality. These constraints are formed as the intersection of two inequality fuzzy systems and Schweizer-Sklar family of t-norms. Schweizer-Sklar family of t-norms is a parametric family of continuous t-norms, which covers the whole spectrum of t-norms when the parameter is changed...
متن کاملThe KKT optimality conditions for constrained programming problem with generalized convex fuzzy mappings
The aim of present paper is to study a constrained programming with generalized $alpha-$univex fuzzy mappings. In this paper we introduce the concepts of $alpha-$univex, $alpha-$preunivex, pseudo $alpha-$univex and $alpha-$unicave fuzzy mappings, and we discover that $alpha-$univex fuzzy mappings are more general than univex fuzzy mappings. Then, we discuss the relationships of generalized $alp...
متن کاملA Robust Knapsack Based Constrained Portfolio Optimization
Many portfolio optimization problems deal with allocation of assets which carry a relatively high market price. Therefore, it is necessary to determine the integer value of assets when we deal with portfolio optimization. In addition, one of the main concerns with most portfolio optimization is associated with the type of constraints considered in different models. In many cases, the resulted p...
متن کاملConstrained Simulated Annealing with Applications in Nonlinear Continuous Constrained Global Optimization
This paper improves constrained simulated annealing (CSA), a discrete global minimization algorithm with asymptotic convergence to discrete constrained global minima with probability one. The algorithm is based on the necessary and suucient conditions for discrete constrained local minima in the theory of discrete La-grange multipliers. We extend CSA to solve nonlinear continuous constrained op...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
دوره شماره
صفحات -
تاریخ انتشار 1998