Lagrange multiplier characterizations of solution sets of constrained nonsmooth pseudolinear optimization problems (Q2251569)

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Lagrange multiplier characterizations of solution sets of constrained nonsmooth pseudolinear optimization problems
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    Lagrange multiplier characterizations of solution sets of constrained nonsmooth pseudolinear optimization problems (English)
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    14 July 2014
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    The authors study the minimization of a nonsmooth locally Lipschitz pseudolinear function subject to linear inequality constraints over a closed and convex set. Using the properties of locally Lipschitz pseudolinear functions, they establish several Lagrange multiplier characterizations of the solution set of the constrained nonsmooth pseudolinear optimization problem (NPLP). It is shown that the Lagrangian function is constant on the solution set of the (NPLP). In particular, this result also shows that active constraints corresponding to a known solution remain active at all the other solutions of the (NPLP). A numerical example is discussed to illustrate the significance of these characterizations. The authors also derive the conditions for an efficient solution of a constrained nonsmooth vector optimization problem (NVOP) to be a properly efficient solution.
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    pseudolinear functions
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    pseudolinear programs
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    locally Lipschitz functions
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    solution sets
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    efficient solutions
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    properly efficient solutions
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