Optimality conditions for maximizing a locally Lipschitz function

In this article we intend to study the necessary and sufficient conditions for global maximization of locally Lipschitz functions. We develop a necessary and sufficient condition for a class of Lipschitz pseudoconvex function in terms of the Clarke subdifferential. We also develop sufficient conditi...

Full description

Saved in:
Bibliographic Details
Published inOptimization Vol. 54; no. 4-5; pp. 377 - 389
Main Author Dutta, Joydeep
Format Journal Article
LanguageEnglish
Published Philadelphia Taylor & Francis Group 01.08.2005
Taylor & Francis LLC
Subjects
Clarke subdifferential
Convexifactors
Lipschitz pseudoconvex function
Locally Lipschitz function
Mathematical functions
Mathematics Subject Classifications 2000: 26B25
Optimality conditions
Optimization
Studies
Online AccessGet full text
ISSN0233-1934
1029-4945
DOI10.1080/02331930500100213

Cover

More Information
Summary:In this article we intend to study the necessary and sufficient conditions for global maximization of locally Lipschitz functions. We develop a necessary and sufficient condition for a class of Lipschitz pseudoconvex function in terms of the Clarke subdifferential. We also develop sufficient conditions for optimality in terms of very general non-smooth objects called convexifactors.
Bibliography:SourceType-Scholarly Journals-1
ObjectType-Feature-1
content type line 14
ISSN:0233-1934
1029-4945
DOI:10.1080/02331930500100213