APPROXIMATE OPTIMALITY CONDITIONS

APPROXIMATE OPTIMALITY CONDITIONS

We propose in this paper a systematic study which is a variational approach of approximate optimality conditions in terms of Ekeland’s variational principle and some of its applications. Using a generalised differentiation sub-differentiability theory for non-smooth functions, new properties are then identified and approximate optimality conditions are established in the cases: convex, locally Lipschitz and finally lower semi-continuous.

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