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Approximate Optimality Conditions for Composite Convex Optimization Problems 被引量:3
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作者 Xian-Jun Long Xiang-Kai Sun Zai-Yun Peng 《Journal of the Operations Research Society of China》 EI CSCD 2017年第4期469-485,共17页
The purpose of this paper is to study the approximate optimality condition for composite convex optimization problems with a cone-convex system in locally convex spaces,where all functions involved are not necessaril... The purpose of this paper is to study the approximate optimality condition for composite convex optimization problems with a cone-convex system in locally convex spaces,where all functions involved are not necessarily lower semicontinuous.By using the properties of the epigraph of conjugate functions,we introduce a new regularity condition and give its equivalent characterizations.Under this new regularity condition,we derive necessary and sufficient optimality conditions ofε-optimal solutions for the composite convex optimization problem.As applications of our results,we derive approximate optimality conditions to cone-convex optimization problems.Our results extend or cover many known results in the literature. 展开更多
关键词 composite convex optimization problem Approximate optimality condition Generalized regularity condition ε-Subdifferential
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