SEQUENTIAL CONVEX SUBDIFFERENTIAL CALCULUS AND SEQUENTIAL LAGRANGE MULTIPLIERS

Authors
THIBAULT L
Citation
L. Thibault, SEQUENTIAL CONVEX SUBDIFFERENTIAL CALCULUS AND SEQUENTIAL LAGRANGE MULTIPLIERS, SIAM journal on control and optimization, 35(4), 1997, pp. 1434-1444
Citations number
22
Categorie Soggetti
Controlo Theory & Cybernetics",Mathematics
Journal title
SIAM journal on control and optimization → ACNP
ISSN journal
03630129
Volume
35
Issue
4
Year of publication
1997
Pages
1434 - 1444
Database
ISI
SICI code
0363-0129(1997)35:4<1434:SCSCAS>2.0.ZU;2-M
Abstract
The aim of this paper is to establish formulas for the subdifferential s of the sum and the composition of convex functions in terms of the s ubdifferentials of the data functions at nearby points. Applications t o general optimization problems lead to a new notion of sequential Lag range multipliers.