Nonsmooth Cone-Constrained Optimization with Applications to Semi-Infinite Programming

• 成果类型: Article
• 署名作者: Mordukhovich, Boris S.; Nghia, T. T. A.
• 署名单位: Wayne State University
• 刊物名称: MATHEMATICS OF OPERATIONS RESEARCH
• ISSN/ISSBN: 0364-765X
• DOI: 10.1287/moor.2013.0622
• 发表日期: 2014
• 页码: 301-324
• 关键词: metric regularity; optimality conditions; inequality systems; MULTIFUNCTIONS; coderivatives; STABILITY; calculus

摘要

This paper is devoted to the study of general nonsmooth problems of cone-constrained optimization (or conic programming) important for various aspects of optimization theory and applications. Based on advanced constructions and techniques of variational analysis and generalized differentiation, we derive new necessary optimality conditions (in both exact and fuzzy forms) for nonsmooth conic programs, establish characterizations of well-posedness for cone-constrained systems, and develop new applications to semi-infinite programming.