A sharp Lagrange multiplier theorem for nonlinear programs (Q300758): Difference between revisions
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The concept of infsup-convexity for a family of real-valued functions defined on the same nonempty set is a natural notion of convexity when dealing with minimax theory and alternative theorems. The main aim of this paper is to show that the duality between optimal solutions of a nonlinear program with inequalities and under a Slater constraint qualification and saddle points for the corresponding Lagrangian is equivalent to the infsup-convexity. The author also presents a Fritz John theorem that cannot be improved, since it establishes the equivalence of the Fritz John conditions and the infsup-convexity of an adequate finite family of functions. | |||
Property / review text: The concept of infsup-convexity for a family of real-valued functions defined on the same nonempty set is a natural notion of convexity when dealing with minimax theory and alternative theorems. The main aim of this paper is to show that the duality between optimal solutions of a nonlinear program with inequalities and under a Slater constraint qualification and saddle points for the corresponding Lagrangian is equivalent to the infsup-convexity. The author also presents a Fritz John theorem that cannot be improved, since it establishes the equivalence of the Fritz John conditions and the infsup-convexity of an adequate finite family of functions. / rank | |||
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Property / reviewed by | |||
Property / reviewed by: Nada I. Djuranović-Miličić / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 90C30 / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 90C46 / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 26B25 / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 46A22 / rank | |||
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Property / zbMATH DE Number | |||
Property / zbMATH DE Number: 6599234 / rank | |||
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Property / zbMATH Keywords | |||
nonlinear programming | |||
Property / zbMATH Keywords: nonlinear programming / rank | |||
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Lagrange multipliers | |||
Property / zbMATH Keywords: Lagrange multipliers / rank | |||
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infsup-convexity | |||
Property / zbMATH Keywords: infsup-convexity / rank | |||
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separation theorem | |||
Property / zbMATH Keywords: separation theorem / rank | |||
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Karush-Kuhn-Tucker conditions | |||
Property / zbMATH Keywords: Karush-Kuhn-Tucker conditions / rank | |||
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Fritz John conditions | |||
Property / zbMATH Keywords: Fritz John conditions / rank | |||
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Revision as of 21:52, 27 June 2023
scientific article
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English | A sharp Lagrange multiplier theorem for nonlinear programs |
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A sharp Lagrange multiplier theorem for nonlinear programs (English)
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29 June 2016
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The concept of infsup-convexity for a family of real-valued functions defined on the same nonempty set is a natural notion of convexity when dealing with minimax theory and alternative theorems. The main aim of this paper is to show that the duality between optimal solutions of a nonlinear program with inequalities and under a Slater constraint qualification and saddle points for the corresponding Lagrangian is equivalent to the infsup-convexity. The author also presents a Fritz John theorem that cannot be improved, since it establishes the equivalence of the Fritz John conditions and the infsup-convexity of an adequate finite family of functions.
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nonlinear programming
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Lagrange multipliers
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infsup-convexity
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separation theorem
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Karush-Kuhn-Tucker conditions
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Fritz John conditions
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