Sequential optimality conditions for convex optimization
K. Jeyalakshmi, K. Poornima
Abstract
K. Jeyalakshmi, K. Poornima
Abstract
We study a sequential optimality conditions for a non-smooth objective and constraint functions. We prove for a minimum point, Approximate KKT conditions are satisfied. We consider convex objective and constraint functions which are not necessarily smooth.
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We study a sequential optimality conditions for a non-smooth objective and constraint functions. We prove for a minimum point, Approximate KKT conditions are satisfied. We consider convex objective and constraint functions which are not necessarily smooth.
Key concepts: Regular polygon, Mathematical optimization, Computer science, Convex optimization, Conic optimization, Convex analysis, Mathematics, Geometry