Subdifferential and Superdifferential Optimality Conditions in Nonsmooth Minimization
Boris S. Mordukhovich · Human Biology · 2003
The paper concerns first-order necessary optimality conditions for problems of minimizing nonsmooth functions under various constraints in infinite-dimensional spaces. Based on advanced tools of variational analysis and generalized differential calculus, we derive general results of two independent types called subdifferential and superdifferential optimality conditions. The former ones involve basic/limiting subgradients of cost functions, while the latter conditions are expressed via Frechet superdifferentials provided that they are not empty. All the superdifferential and major subdifferential optimality conditions obtained in the paper are new even in finite dimensions. We give applications of general optimality conditions to mathematical programs with equilibrium constraints.