On the regularity condition for the extremal problem under locally Lipschitz inclusion constraints (Q1074101)

From MaRDI portal
scientific article
Language Label Description Also known as
English
On the regularity condition for the extremal problem under locally Lipschitz inclusion constraints
scientific article

    Statements

    On the regularity condition for the extremal problem under locally Lipschitz inclusion constraints (English)
    0 references
    0 references
    1985
    0 references
    The following vector optimization problem is considered: (P) optimize f(x) subject to \(x\in C\), \(0\in F(x)\), where (i) the optimality is taken with respect to a convex cone M, \(M\neq -M\), in the n-dimensional Euclidean space \({\mathbb{R}}^ n\), neither necessarily closed nor pointed, (ii) f is a locally Lipschitz function from a Hilbert space X into \({\mathbb{R}}^ n\), (iii) C is a closed subset of X, (iv) F is a locally Lipschitz set-valued mapping from X into a Hilbert space Y with non- empty, closed and convex images. The author extends the definition of Lagrange multipliers for (P) given by \textit{J. Zowe} and \textit{S. Kurcyusz} [ibid. 5, 49-62 (1979; Zbl 0401.90104)]. Then regularity conditions are imposed in order to ensure the existence of the Lagrange multipliers (they generalize the regularity condition given by Zowe and Kurcyusz). The main result reads: if (P) is regular at an optimal solution \(\bar x\) and the set valued mapping \((y^*,x)\to \partial_ xC^ F(y^*,x)\) has a closed graph in the \(w^*\)-topologies of \(X^*\) and \(Y^*\) and the strong topology of X, then the Lagrange multipliers of (P) exist. In the above \(\partial_ x\) is the generalized gradient in x and \(C^ F(y^*,x)=\sup \{<y^*,v>:\) \(v\in F(x)\}\) for \(y^*\in Y^*\), \(x\in X\). This result is applied to a class of discrete systems where the regularity assumption automatically holds.
    0 references
    vector optimization
    0 references
    locally Lipschitz function
    0 references
    locally Lipschitz set- valued mapping
    0 references
    Lagrange multipliers
    0 references
    regularity conditions
    0 references
    generalized gradient
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references