On Optimality Conditions for Some Nonsmooth Optimization Problems over L p Spaces

J. V. Outrata and W. Römisch
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J. V. Outrata: Academy of Sciences of the Czech Republic
W. Römisch: Institute of Mathematics

Journal of Optimization Theory and Applications, 2005, vol. 126, issue 2, No 11, 438 pages

Abstract: 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.

Keywords: Normal integrands; integral functionals; normal cones; subdifferentials; fuzzy calculus; coderivatives; stochastic programming; two-stage programs; multistage programs (search for similar items in EconPapers)
Date: 2005
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DOI: 10.1007/s10957-005-4724-0

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