Optimality conditions for maximizing a locally Lipschitz function

Joydeep Dutta · Optimization · 2005

In this article we intend to study the necessary and sufficient conditions for global maximization of locally Lipschitz functions. We develop a necessary and sufficient condition for a class of Lipschitz pseudoconvex function in terms of the Clarke subdifferential. We also develop sufficient conditions for optimality in terms of very general non-smooth objects called convexifactors.

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