Optimality conditions in convex optimization with locally Lipschitz constraints

被引:0
|
作者
Zhe Hong
Kwan Deok Bae
Do Sang Kim
机构
[1] Pukyong National University,Department of Applied Mathematics
来源
Optimization Letters | 2019年 / 13卷
关键词
KKT-type optimality conditions; Non-degeneracy conditions; Quasi ; -solutions; Slater’s constraint qualification; Weakly efficient solutions;
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摘要
In this paper, we consider a convex optimization problem with locally Lipschitz inequality constraints. The KKT optimality conditions (both necessary and sufficient) for quasi ϵ\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\epsilon $$\end{document}-solutions are established under Slater’s constraint qualification and a non-degeneracy condition. Moreover, we explore the optimality condition for weakly efficient solutions in multiobjective convex optimization involving locally Lipschitz constraints. Some examples are given to illustrate our results.
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页码:1059 / 1068
页数:9
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