On optimality conditions for some nonsmooth optimization problems over Lp spaces
dc.contributor.author | Outrata, Jiri V. | |
dc.contributor.author | Römisch, Werner | |
dc.date.accessioned | 2017-06-15T17:44:26Z | |
dc.date.available | 2017-06-15T17:44:26Z | |
dc.date.created | 2005-11-04 | |
dc.date.issued | 2005-11-04 | |
dc.identifier.issn | 0863-0976 | |
dc.identifier.uri | http://edoc.hu-berlin.de/18452/3269 | |
dc.description.abstract | The paper deals with the minimization of an integral functional over an $L^{p}$ space subject to various types of constraints. For such optimization problems new necessary optimality conditions are derived, based on several concepts of nonsmooth analysis. In particular, we employ the generalized differential calculus of Mordukhovich and the fuzzy calculus of proximal subgradients. The results are specialized to nonsmooth two-stage and multistage stochastic programs. | eng |
dc.language.iso | eng | |
dc.publisher | Humboldt-Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät II, Institut für Mathematik | |
dc.rights.uri | http://rightsstatements.org/vocab/InC/1.0/ | |
dc.subject | stochastic programming | eng |
dc.subject | multistage | eng |
dc.subject | two-stage | eng |
dc.subject | Normal integrand | eng |
dc.subject | integral functional | eng |
dc.subject | normal cone | eng |
dc.subject | subdifferential | eng |
dc.subject | fuzzy calculus | eng |
dc.subject | coderivative | eng |
dc.subject.ddc | 510 Mathematik | |
dc.title | On optimality conditions for some nonsmooth optimization problems over Lp spaces | |
dc.type | book | |
dc.identifier.urn | urn:nbn:de:kobv:11-10052517 | |
dc.identifier.doi | http://dx.doi.org/10.18452/2617 | |
local.edoc.pages | 22 | |
local.edoc.type-name | Buch | |
local.edoc.container-type | series | |
local.edoc.container-type-name | Schriftenreihe | |
local.edoc.container-year | 2002 | |
dc.identifier.zdb | 2075199-0 | |
bua.series.name | Preprints aus dem Institut für Mathematik | |
bua.series.issuenumber | 2002,4 |