A general Farkas lemma and characterization of optimality for a nonsmooth program involving convex processes
A generalization of the Farka lemma is presented for nonlinear mappings which involve a convex process and a generalized convex function. Using this result, a complete characterization of optimality is obtained for the following nonsmooth programming problem: minimize f(x), subject to -b member of H...
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Published in | Journal of optimization theory and applications Vol. 55; no. 3; pp. 449 - 461 |
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Main Author | |
Format | Journal Article |
Language | English |
Published |
New York, NY
Springer
01.12.1987
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Subjects | |
Online Access | Get full text |
ISSN | 0022-3239 1573-2878 |
DOI | 10.1007/BF00941180 |
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Summary: | A generalization of the Farka lemma is presented for nonlinear mappings which involve a convex process and a generalized convex function. Using this result, a complete characterization of optimality is obtained for the following nonsmooth programming problem: minimize f(x), subject to -b member of H(x), where f is a locally Lipschitz function satisfying a generalized convexity hypothesis and H is a closed convex process. |
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Bibliography: | ObjectType-Article-2 SourceType-Scholarly Journals-1 ObjectType-Feature-1 content type line 23 |
ISSN: | 0022-3239 1573-2878 |
DOI: | 10.1007/BF00941180 |