On optimality conditions for some nonsmooth optimization problems over Lp spaces
Result description
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. Inparticular, 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.
Keywords
The result's identifiers
Result code in IS VaVaI
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
On optimality conditions for some nonsmooth optimization problems over Lp spaces
Original language description
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. Inparticular, 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.
Czech name
Podmínky optimality pro některé nehladké programy v Lp prostorech
Czech description
Článek se týká minimalizace integrálního funkcionálu nad prostorem Lp za přítomnosti různých typů omezení. Pro tyto úlohy jsou odvozeny nové nutné podmínky optimality, založené na několika koncepcích nehladké analýzy. Jde mimo jiné o zobecněný diferenciální počet B.Morduchoviče a fuzzy kalkulus proximálnich subgradientů. Výsledky jsou aplikovány na dvojstupňové a vicestupňové úlohy stochastického programování.
Classification
Type
Jx - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
BB - Applied statistics, operational research
OECD FORD branch
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Result continuities
Project
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)
Z - Vyzkumny zamer (s odkazem do CEZ)
Others
Publication year
2005
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Journal of Optimization Theory and Applications
ISSN
0022-3239
e-ISSN
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Volume of the periodical
126
Issue of the periodical within the volume
2
Country of publishing house
US - UNITED STATES
Number of pages
28
Pages from-to
411-438
UT code for WoS article
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EID of the result in the Scopus database
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Result type
Jx - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP
BB - Applied statistics, operational research
Year of implementation
2005