• Title/Summary/Keyword: locally Lipschitz functions

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ON SUFFICIENT OPTIMALITY THEOREMS FOR NONSMOOTH MULTIOBJECTIVE OPTIMIZATION PROBLEMS

  • Kim, Moon-Hee;Lee, Gue-Myung
    • Communications of the Korean Mathematical Society
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    • v.16 no.4
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    • pp.667-677
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    • 2001
  • We consider a nonsmooth multiobjective opimization problem(PE) involving locally Lipschitz functions and define gen-eralized invexity for locally Lipschitz functions. Using Fritz John type optimality conditions, we establish Fritz John type sufficient optimality theorems for (PE) under generalized invexity.

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INVEXITY AS NECESSARY OPTIMALITY CONDITION IN NONSMOOTH PROGRAMS

  • Sach, Pham-Huu;Kim, Do-Sang;Lee, Gue-Myung
    • Journal of the Korean Mathematical Society
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    • v.43 no.2
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    • pp.241-258
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    • 2006
  • This paper gives conditions under which necessary optimality conditions in a locally Lipschitz program can be expressed as the invexity of the active constraint functions or the type I invexity of the objective function and the constraint functions on the feasible set of the program. The results are nonsmooth extensions of those of Hanson and Mond obtained earlier in differentiable case.

ROBUST DUALITY FOR NONSMOOTH MULTIOBJECTIVE OPTIMIZATION PROBLEMS

  • Lee, Gue Myung;Kim, Moon Hee
    • Journal of the Chungcheong Mathematical Society
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    • v.30 no.1
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    • pp.31-40
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    • 2017
  • In this paper, we consider a nonsmooth multiobjective robust optimization problem with more than two locally Lipschitz objective functions and locally Lipschitz constraint functions in the face of data uncertainty. We prove a nonsmooth sufficient optimality theorem for a weakly robust efficient solution of the problem. We formulate a Wolfe type dual problem for the problem, and establish duality theorems which hold between the problem and its Wolfe type dual problem.

ON THE INTERMEDIATE DIFFERENTIABILITY OF LIPSCHITZ MAPS BETWEEN BANACH SPACES

  • Lee, Choon-Ho
    • Journal of applied mathematics & informatics
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    • v.27 no.1_2
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    • pp.427-430
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    • 2009
  • In this paper we introduce the intermediate differential of a Lipschitz map from a Banach space to another Banach space and prove that every locally Lipschitz function f defined on an open subset ${\Omega}$ of a superreflexive real Banach space X to a finite dimensional Banach space Y is uniformly intermediate differentiable at every point ${\Omega}/A$, where A is a ${\sigma}$-lower porous set.

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OPTIMALITY AND DUALITY IN NONSMOOTH VECTOR OPTIMIZATION INVOLVING GENERALIZED INVEX FUNCTIONS

  • Kim, Moon-Hee
    • Journal of applied mathematics & informatics
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    • v.28 no.5_6
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    • pp.1527-1534
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    • 2010
  • In this paper, we consider nonsmooth optimization problem of which objective and constraint functions are locally Lipschitz. We establish sufficient optimality conditions and duality results for nonsmooth vector optimization problem given under nearly strict invexity and near invexity-infineness assumptions.

STATIONARY SOLUTIONS FOR ITERATED FUNCTION SYSTEMS CONTROLLED BY STATIONARY PROCESSES

  • Lee, O.;Shin, D.W.
    • Journal of the Korean Mathematical Society
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    • v.36 no.4
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    • pp.737-746
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    • 1999
  • We consider a class of discrete parameter processes on a locally compact Banach space S arising from successive compositions of strictly stationary random maps with state space C(S,S), where C(S,S) is the collection of continuous functions on S into itself. Sufficient conditions for stationary solutions are found. Existence of pth moments and convergence of empirical distributions for trajectories are proved.

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ON NONSMOOTH OPTIMALITY THEOREMS FOR ROBUST OPTIMIZATION PROBLEMS

  • Lee, Gue Myung;Son, Pham Tien
    • Bulletin of the Korean Mathematical Society
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    • v.51 no.1
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    • pp.287-301
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    • 2014
  • In this paper, we prove a necessary optimality theorem for a nonsmooth optimization problem in the face of data uncertainty, which is called a robust optimization problem. Recently, the robust optimization problems have been intensively studied by many authors. Moreover, we give examples showing that the convexity of the uncertain sets and the concavity of the constraint functions are essential in the optimality theorem. We present an example illustrating that our main assumptions in the optimality theorem can be weakened.

ON THE "TERRA INCOGNITA" FOR THE NEWTON-KANTROVICH METHOD WITH APPLICATIONS

  • Argyros, Ioannis Konstantinos;Cho, Yeol Je;George, Santhosh
    • Journal of the Korean Mathematical Society
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    • v.51 no.2
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    • pp.251-266
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    • 2014
  • In this paper, we use Newton's method to approximate a locally unique solution of an equation in Banach spaces and introduce recurrent functions to provide a weaker semilocal convergence analysis for Newton's method than before [1]-[13], in some interesting cases, provided that the Fr$\acute{e}$chet-derivative of the operator involved is p-H$\ddot{o}$lder continuous (p${\in}$(0, 1]). Numerical examples involving two boundary value problems are also provided.

STUDY OF OPTIMAL EIGHTH ORDER WEIGHTED-NEWTON METHODS IN BANACH SPACES

  • Argyros, Ioannis K.;Kumar, Deepak;Sharma, Janak Raj
    • Communications of the Korean Mathematical Society
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    • v.33 no.2
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    • pp.677-693
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    • 2018
  • In this work, we generalize a family of optimal eighth order weighted-Newton methods to Banach spaces and study its local convergence to approximate a locally-unique solution of a system of nonlinear equations. The convergence in this study is shown under hypotheses only on the first derivative. Our analysis avoids the usual Taylor expansions requiring higher order derivatives but uses generalized Lipschitz-type conditions only on the first derivative. Moreover, our new approach provides computable radius of convergence as well as error bounds on the distances involved and estimates on the uniqueness of the solution based on some functions appearing in these generalized conditions. Such estimates are not provided in the approaches using Taylor expansions of higher order derivatives which may not exist or may be very expensive or impossible to compute. The convergence order is computed using computational order of convergence or approximate computational order of convergence which do not require usage of higher derivatives. This technique can be applied to any iterative method using Taylor expansions involving high order derivatives. The study of the local convergence based on Lipschitz constants is important because it provides the degree of difficulty for choosing initial points. In this sense the applicability of the method is expanded. Finally, numerical examples are provided to verify the theoretical results and to show the convergence behavior.