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Optimality conditions for maximizing a locally Lipschitz function
Published in
2005
Volume: 54
   
Issue: 4-5
Pages: 377 - 389
Abstract
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. © 2005 Taylor & Francis Group Ltd.
About the journal
JournalOptimization
ISSN02331934