Lagrange multipliers and generalized differentiable functions in vector extremum problems

DOI10.1007/BF00939578MaRDI QIDQ1114596zbMATH OpenFDO

Authors Laura Martein

Publication date 1989

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF00939578

zbMATH Keywords

multiobjective optimizationnecessary optimality conditionnondifferentiable vector extremum problemvector-valued Lagrangian function

Mathematics Subject Classification ID

Optimality conditions (49K99) Sensitivity, stability, parametric optimization (90C31)

Review text

We establish a necessary optimality condition for a nondifferentiable vector extremum problem which involves a generalized vector-valued Lagrangian function. Such a condition is stated for a wide class of functions, which embraces the differentiable ones and a subclass of locally Lipschitzian functions. The condition embodies the classic theorem of F. John in multiobjective optimization.

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Cites work

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Cited in

(11)

• On the regularity condition for the extremal problem under locally Lipschitz inclusion constraints
• Lower and upper ginchev derivatives of vector functions and their applications to multiobjective optimization
• scientific article; zbMATH DE number 4176846 (Why is no real title available?)
• scientific article; zbMATH DE number 3907222 (Why is no real title available?)
• Stationary Points and Necessary Conditions in Vector Extremum Problems
• scientific article; zbMATH DE number 1568980 (Why is no real title available?)
• Quasi-Multiplier Rules for Quasidifferentiable Extremum Problems
• scientific article; zbMATH DE number 857605 (Why is no real title available?)
• Generalized Lagrange multipliers for nonconvex directionally differentiable programs
• Generalized Lagrange multiplier rule for non-convex vector optimization problems
• Linear complementarity problems and multiple objective programming

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