Sufficient conditions for the existence of multipliers and Lagrangian duality in abstract optimization problems (Q1335123)
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English | Sufficient conditions for the existence of multipliers and Lagrangian duality in abstract optimization problems |
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Sufficient conditions for the existence of multipliers and Lagrangian duality in abstract optimization problems (English)
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27 September 1994
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Consider the optimization problem in an abstract setting \[ \min f(x),\quad\text{subject to } g(x)\leq 0,\quad h(x)= 0, \] where \(x\in X\), \(X\) an abstract set, \(f: X\to R\), \(g: X\to Y\), \(h: X\to Z\), \(Y\) and \(Z\) normed vector spaces. The author first establishes a theorem of the alternative for systems of equalities and inequalities and then obtains an intrinsic multiplier rule and a Lagrangian saddle-point theorem (strong duality theorem). Results strictly related to the present one have been proved by \textit{R. Nehse} [Math. Nachr. 84, 319-327 (1978; Zbl 0392.46007)], \textit{K.-H. Elster} and \textit{R. Nehse} [Lect. Notes Control Inf. Sci. 23, 1-9 (1980; Zbl 0445.90096)], \textit{M. Hayashi} and \textit{H. Komiya} [J. Optimization Theory Appl. 38, 179-189 (1982; Zbl 0471.49033)], \textit{V. Jeyakumar} [Optimization 16, 643-652 (1985; Zbl 0581.90079)], and \textit{S. Simons} [J. Optimization Theory Appl. 58, No. 1, 147-152 (1988; Zbl 0638.90084)].
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strong duality theorem
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multiplier rule
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Lagrangian saddle-point theorem
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