Dualization of Subgradient Conditions for Optimality

نویسنده

  • R. T. Rockafellar
چکیده

A basic relationship is derived between generalized subgradients of a given function, possibly nonsmooth and nonconvex, and those of a second function obtained from it by partial conjugation. Applications are made to the study of multiplier rules in finite-dimensional optimization and to the theory of the Euler-Lagrange condition and Hamiltonian condition in nonsmooth optimal control.

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تاریخ انتشار 2007