一类不可微优化的Fritz-John条件

摘要

基于星形集空间的性质,定义一类星形可微函数.这类函数是方向可微的,其方向导数可以表示成两个正齐次非负连续函数之差,其星形微分为一星形集对.对于含有不等式约束条件的星形可微优化问题,给出一个Fritz-John形式的最优性必要条件.%Based on the properties of the space of star-shaped sets, a class of starshaped differentiable functions,whose directional derivatives are representable as a difference of two nonnegative positively homogeneous continuous functions, is defined. The necessary optimality condition of Fritz-John type for an optimization problem with starshaped differentiable inequality constraints is given.