摘要
考虑下述不可微优化问题:其中为Rn上的拟可微函数(在Demyanov和Rubinov意义下)上的局部Lipschitz函数.本文给出该问题的FritzJohn必要性条件.推文了以往Lipschitz优化和拟可做优化的FritzJohn必要性条件.
Considiering the following indifferentiable optimization problemmin where arequasidifferentiable functions (in the sense of Demyanov and Rubinov)defined onRn and are locally Lipschitz defined on Rn. In this paper, theFritz John necessary condition of the problem is given, which is regarded as thegeneralization of Fritz John necessary condition of Lipschitzian optimization and.quasidifferentiable optimization.
关键词
不可微
非光滑优化
LIPSCHITZ函数
indiffe rentiable/nonsmooth optimization
Lipschitz function
quasidifferentiable function
optimal condition