Higher order optimality conditions with an arbitrary non-differentiable function. (1st November 2016)

• Record Type: Journal Article
• Authors: Ivanov, Vsevolod I.
• Is Part Of: Optimization. Volume 65:Number 11(2016)
• Page Start: 1909
• Page End: 1927
• Publication Date: 2016-11-01
• Subjects: Non-smooth optimization -- higher order directional derivatives of Hadamard type -- higher order subdifferentials -- necessary and sufficient conditions for optimality -- generalized convex functions; 90C46 -- 49K10 -- 26B05 -- 26B25; Mathematical optimization -- Periodicals; 519.7
• DOI: 10.1080/02331934.2016.1208195
• Languages: English
• ISSNs: 0233-1934

Abstract

Abstract : In this paper, we introduce a higher order directional derivative and higher order subdifferential of Hadamard type of a given proper extended real function. We obtain necessary and sufficient optimality conditions of order n ( n is a positive integer) for unconstrained problems in terms of them. We do not require any restrictions on the function in our results. In contrast to the most known directional derivatives, our derivative is harmonized with the classical higher order Fréchet directional derivative of the same order in the sense that both of them coincide, provided that the last one exists. A notion of a higher order critical direction is introduced. It is applied in the characterizations of the isolated local minimum of order n . Higher order invex functions are defined. They are the largest class such that the necessary conditions for a local minimum are sufficient for global one. We compare our results with some previous ones. As an application, we improve a result due to V. F. Demyanov, showing that the condition introduced by this author is a complete characterization of isolated local minimizers of order n .