Generalized exhausters: Existence, construction, optimality conditions

Результат исследований: Научные публикации в периодических изданияхстатья

5 Цитирования (Scopus)

Аннотация

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
Язык оригиналаанглийский
Страницы (с-по)217-230
ЖурналJournal of Industrial and Management Optimization
Том11
Номер выпуска1
DOI
СостояниеОпубликовано - 2015

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