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Sufficient Fritz John optimality conditions for nondifferentiable convex programming

Published online by Cambridge University Press:  17 February 2009

B. D. Craven  and
B. Mond
B. D. Craven
Affiliation:
Department of Mathematics, University of Melbourne, Parkville 3052, Australia.
B. Mond
Affiliation:
Department of Mathematics, La Trobe University, Bundoora 3083, Australia.
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Abstract

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The 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.

Type
Research Article
Information
The ANZIAM Journal , Volume 19 , Issue 4 , December 1976 , pp. 462 - 468
Copyright
Copyright © Australian Mathematical Society 1976

References

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