Operations Research Transactions ›› 2011, Vol. 15 ›› Issue (2): 77-84.

• Original Articles • Previous Articles     Next Articles

Fritz-John Condition for a Class   of Nondifferntiable Optimization

 PAN  Shao-Rong, ZHANG  Li-Wei   

  • Online:2011-06-15 Published:2011-06-15

Abstract: Based on the properties of the space of star-shaped sets, a class of star-shaped 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 star-shaped differentiable inequality constraints is given.

Key words:  cone, branch-and-bound method, global optimization

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