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Generalized convexity for non-regular optimization problems with conic constraints

  • Universidad Pablo de Olavide
  • University of Seville
  • Universidad del Bío-Bío
  • Universidade Federal do Paraná

Research output: Contribution to journalArticlepeer-review

2 Scopus citations

Abstract

In non-regular problems the classical optimality conditions are totally inapplicable. Meaningful results were obtained for problems with conic constraints by Izmailov and Solodov (SIAM J Control Optim 40(4):1280-1295, 2001). They are based on the so-called 2-regularity condition of the constraints at a feasible point. It is well known that generalized convexity notions play a very important role in optimization for establishing optimality conditions. In this paper we give the concept of Karush-Kuhn-Tucker point to rewrite the necessary optimality condition given in Izmailov and Solodov (SIAM J Control Optim 40(4):1280-1295, 2001) and the appropriate generalized convexity notions to show that the optimality condition is both necessary and sufficient to characterize optimal solutions set for non-regular problems with conic constraints. The results that exist in the literature up to now, even for the regular case, are particular instances of the ones presented here.

Original languageEnglish
Pages (from-to)649-662
Number of pages14
JournalJournal of Global Optimization
Volume57
Issue number3
DOIs
StatePublished - Nov 2013
Externally publishedYes

Keywords

  • Constraints qualifications
  • Generalized convexity
  • Optimality conditions
  • Regularity

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