TY - JOUR
T1 - Generalized convexity for non-regular optimization problems with conic constraints
AU - Hernández-Jiménez, B.
AU - Osuna-Gómez, R.
AU - Rojas-Medar, M. A.
AU - Dos Santos, L. Batista
PY - 2013/11
Y1 - 2013/11
N2 - 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.
AB - 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.
KW - Constraints qualifications
KW - Generalized convexity
KW - Optimality conditions
KW - Regularity
UR - https://www.scopus.com/pages/publications/84887234832
U2 - 10.1007/s10898-012-9935-y
DO - 10.1007/s10898-012-9935-y
M3 - Article
AN - SCOPUS:84887234832
SN - 0925-5001
VL - 57
SP - 649
EP - 662
JO - Journal of Global Optimization
JF - Journal of Global Optimization
IS - 3
ER -