Nonsmooth constrained optimization and multidirectional mean value inequalities
Aussel, Didier ; Corvellec, Jean-Noël ; Lassonde, Marc
HAL, hal-00699204 / Harvested from HAL
We establish a general Fermat rule for the problem of minimizing a lower semicontinuous function on a convex subset of a Banach space. Our basic tool is a constrained variational principle derived from the "smooth" variational principle of Borwein and Preiss. Specializing the Fermat rule to the case when the convex set is a "drop," we obtain a multidirectional Rolle-type inequality from which, in turn, we deduce a multidirectional mean value inequality, in the line of Clarke and Ledyaev. We follow the abstract approach of our previous paper [Trans. Amer. Math. Soc., 347 (1995), pp. 4147-4161], thus covering all standard situations met in applications, while stressing the links between the results and the few key properties that are needed.
Publié le : 1999-07-05
Classification:  [MATH.MATH-OC]Mathematics [math]/Optimization and Control [math.OC]
@article{hal-00699204,
     author = {Aussel, Didier and Corvellec, Jean-No\"el and Lassonde, Marc},
     title = {Nonsmooth constrained optimization and multidirectional mean value inequalities},
     journal = {HAL},
     volume = {1999},
     number = {0},
     year = {1999},
     language = {en},
     url = {http://dml.mathdoc.fr/item/hal-00699204}
}
Aussel, Didier; Corvellec, Jean-Noël; Lassonde, Marc. Nonsmooth constrained optimization and multidirectional mean value inequalities. HAL, Tome 1999 (1999) no. 0, . http://gdmltest.u-ga.fr/item/hal-00699204/