Bounds for Lagrange multipliers and optimal points (Q1802498)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Bounds for Lagrange multipliers and optimal points |
scientific article |
Statements
Bounds for Lagrange multipliers and optimal points (English)
0 references
4 September 1994
0 references
The following optimization problem is considered: Minimize \(f(x)\) subject to \(p_ i(x)\leq 0\) \((i= 1,\dots,m)\), \(q_ i(x)=0\) \((i=1,\dots,r)\), where \(f\), \(p_ i\), \(q_ i\) are given functions from class \(C^ 2\) defined on \(\mathbb{R}^ n\). Using the Fritz-John conditions the authors describe two methods for computing guaranteed bounds on the Lagrange multipliers. The first of the two methods makes possible to compute also guaranteed bounds on the location of the optimal points.
0 references
constrained nononvex optimization
0 references
global optimization
0 references
Fritz-John conditions
0 references
guaranteed bounds
0 references
Lagrange multipliers
0 references