Department of Mathematics

Indian Institute Of Technology Madras , Chennai

On optimality condition through generalized derivative for non-smooth problems

Speaker : Kuntal Som, Research Scholar, Department of Mathematics, IITM

25-06-2018

Abstract :

For a smooth function $f: \mathbb{R}^n \rightarrow \mathbb{R}$, we are familiar with the gradient condition, i.e it must be 0 at the point of extremum. For a constrained optimization problem it is known as the Lagrange multiplier's rule. In this talk, we shall see their analogues in the non-smooth settings and in much general (Hilbert/Banach) spaces.

Key Speaker Kuntal Som, Research Scholar, Department of Mathematics, IITM
Place Madhava Hall
Start Time 3:00 PM
Finish Time 4:00 PM
External Link None