On Optimality Conditions for Some Nonsmooth Optimization Problems over Lp Spaces

On Optimality Conditions for Some Nonsmooth Optimization Problems over Lp Spaces
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Lp空间上一些非光滑优化问题的最优性条件

DOI：
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发表时间：
2005
期刊：
影响因子：
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通讯作者：
W. Römisch
W. Römisch
中科院分区：
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文献类型：
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作者：
J. Outrata;W. Römisch

文献摘要

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本文讨论了在Lp空间上的积分泛函的极小化问题。对于这样的优化问题，新的必要的最优性条件推导，基于几个概念的非光滑分析。特别是，我们采用广义微分的Mordukhovich和模糊微积分的近端次梯度。结果是专门的非光滑两阶段和多阶段随机规划。
The paper deals with the minimization of an integral functional over an Lp space subject to various types of constraints. For such optimization problems, new necessary optimality conditions are derived, based on several concepts of nonsmooth analysis. In particular, we employ the generalized differential calculus of Mordukhovich and the fuzzy calculus of proximal subgradients. The results are specialized to nonsmooth two-stage and multistage stochastic programs.