Constrained Extremum Problems and Image Space Analysis–Part I: Optimality Conditions

Image space analysis is a new tool for studying scalar and vector constrained extremum problems as well as generalized systems. In the last decades, the introduction of image space analysis has shown that the image space associated with the given problem provides a natural environment for the Lagran...

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Vydáno v:Journal of optimization theory and applications Ročník 177; číslo 3; s. 609 - 636
Hlavní autoři: Li, Shengjie, Xu, Yangdong, You, Manxue, Zhu, Shengkun
Médium: Journal Article
Jazyk:angličtina
Vydáno: New York Springer US 01.06.2018
Springer Nature B.V
Témata:
Applications of Mathematics
Calculus of Variations and Optimal Control; Optimization
Engineering
Inequalities
Mathematical analysis
Mathematics
Mathematics and Statistics
Operations Research/Decision Theory
Optimization
Theory of Computation
Optimality condition
90C29
Constrained extremum problem
Image space analysis
49K05
Regularity condition
ISSN:0022-3239, 1573-2878
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Shrnutí:Image space analysis is a new tool for studying scalar and vector constrained extremum problems as well as generalized systems. In the last decades, the introduction of image space analysis has shown that the image space associated with the given problem provides a natural environment for the Lagrange theory of multipliers and that separation arguments turn out to be a fundamental mathematical tool for explaining, developing and improving such a theory. This work, with its 3 parts, aims at contributing to describe the state-of-the-art of image space analysis for constrained optimization and to stress that it allows us to unify and generalize the several topics of optimization. In this 1st part, after a short introduction of such an analysis, necessary and sufficient optimality conditions are treated. Duality and penalization are the contents of the 2nd part. The 3rd part deals with generalized systems, in particular, variational inequalities and Ky Fan inequalities. Some further developments are discussed in all the parts.
Bibliografie:ObjectType-Article-1
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ISSN:0022-3239
1573-2878
DOI:10.1007/s10957-018-1247-z