TY - JOUR

T1 - Generalized exhausters: Existence, construction, optimality conditions

AU - Abbasov, M.E.

PY - 2015

Y1 - 2015

N2 - In this work a generalization of the notion of exhauster is considered. Exhausters are new tools in nonsmooth analysis introduced in works of Demyanov V.F., Rubinov A.M., Pshenichny B.N. In essence, exhausters are families of convex compact sets, allowing to represent the increments of a function at a considered point in an infmax or supmin form, the upper exhausters used for the first representation, and the lower one for the second representation. Using this objects one can get new optimality conditions, find descent and ascent directions and thus construct new optimization algorithms. Rubinov A.M. showed that an arbitrary upper or lower semicontinuous positively homogenous function bounded on the unit ball has an upper or lower exhausters respectively. One of the aims of the work is to obtain the similar result under weaker conditions on the function under study, but for this it is necessary to use generalized exhausters - a family of convex (but not compact!) sets, allowing to represent the increments of

AB - In this work a generalization of the notion of exhauster is considered. Exhausters are new tools in nonsmooth analysis introduced in works of Demyanov V.F., Rubinov A.M., Pshenichny B.N. In essence, exhausters are families of convex compact sets, allowing to represent the increments of a function at a considered point in an infmax or supmin form, the upper exhausters used for the first representation, and the lower one for the second representation. Using this objects one can get new optimality conditions, find descent and ascent directions and thus construct new optimization algorithms. Rubinov A.M. showed that an arbitrary upper or lower semicontinuous positively homogenous function bounded on the unit ball has an upper or lower exhausters respectively. One of the aims of the work is to obtain the similar result under weaker conditions on the function under study, but for this it is necessary to use generalized exhausters - a family of convex (but not compact!) sets, allowing to represent the increments of

KW - Nonsmooth analysis

KW - exhausters

KW - generalized exhausters

KW - existence theorem

KW - optimality conditions.

U2 - 10.3934/jimo.2015.11.217

DO - 10.3934/jimo.2015.11.217

M3 - Article

VL - 11

SP - 217

EP - 230

JO - Journal of Industrial and Management Optimization

JF - Journal of Industrial and Management Optimization

SN - 1547-5816

IS - 1

ER -