Tangent Cones, Generalized Gradients and Mathematical Programming in Banach Spaces

Jean-Baptiste Hiriart-Urruty · Mathematics of Operations Research · 1979

This study is devoted to constrained optimization problems in Banach spaces. We present different properties of tangent cones associated with an arbitrary subset of a Banach space and establish correlations with some of the existing results. In absence of both differentiability and convexity assumptions on the functions involved in the optimization problem, the consideration of these tangent cones and their polars leads us to introduce new concepts in nondifferentiable programming. Necessary optimality conditions are first developed in a general abstract form; then these conditions are made more precise in the presence of equality constraints by introducing the concept of normal subcone.

Read the paper · More papers on PaperTik