Optimality and Constrained Derivatives in Two-Level Design Optimization

Optimality Conditions for Constrained Optimization

Optimality Conditions for Constrained Optimization Problems

Optimality conditions for an isolated minimum of order two in C1 constrained optimization

Article history: Received 14 August 2008 Available online 25 February 2009 Submitted by H. Frankowska

Optimality Conditions and Complexity for Non-Lipschitz Constrained Optimization Problems

In this paper, we consider a class of nonsmooth, nonconvex constrained optimization problems where the objective function may be not Lipschitz continuous and the feasible set is a general closed convex set. Using the theory of the generalized directional derivative and the Clarke tangent cone, we derive a first order necessary optimality condition for local minimizers of the problem, and define...

Chance-constrained optimization via randomization: feasibility and optimality

In this paper we study the link between a semi-infinite chance-constrained optimization problem and its randomized version, i.e. the problem obtained by sampling a finite number of its constraints. Extending previous results on the feasibility of randomized convex programs, we establish here the feasibility of the solution obtained after the elimination of a portion of the sampled constraints. ...