fritz john optimality conditions
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1993 ◽  
Vol 47 (3) ◽  
pp. 395-406 ◽  
Author(s):  
B.M. Glover

In this note we show that a subgradient multifunction of a locally compactly Lip-schitzian mapping satisfies a closure condition used extensively in optimisation theory. In addition we derive a chain rule applicable in either separable or reflexive Banach spaces for the class of locally compactly Lipschitzian mappings using a recently derived generalised Jacobian. We apply these results to the derivation of Karush-Kuhn-Tucker and Fritz John optimality conditions for general abstract cone-constrained programming problems. A discussion of constraint qualifications is undertaken in this setting.



Author(s):  
B. D. Craven ◽  
B. Mond

AbstractThe Fritz John necessary conditions for optimality of a differentiable nonlinear programming problem have been shown, given additional convexity hypotheses, to be also sufficient (by Gulati, Craven, and others). This sufficiency theorem is now extended to minimization (suitably defined) of a function taking values in a partially ordered space, and to (convex) objective and constraint functions which are not always differentiable. The results are expressed in terms of subgradients.



1975 ◽  
Vol 13 (3) ◽  
pp. 411-419 ◽  
Author(s):  
B.D. Craven

The sufficient optimality conditions, of Fritz John type, given by Gulati for finite-dimensional nonlinear programming problems involving polyhedral cones, are extended to problems with arbitrary cones and spaces of arbitrary dimension, whether real or complex. Convexity restrictions on the function giving the equality constraint can be avoided by applying a modified notion of convexity to the other functions in the problem. This approach regards the problem as optimizing on a differentiable manifold, and transforms the problem to a locally equivalent one where the optimization is on a linear subspace.



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