Multiplier rules under mixed assumptions of differentiability and Lipschitz continuity

DOI10.1137/S0363012999358476MaRDI QIDQ2706159zbMATH OpenFDO

Authors Jane J. Ye

Publication date 19 March 2001

Published in SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/S0363012999358476

zbMATH Keywords

constraint qualificationsnecessary optimality conditionssubdifferentials

Mathematics Subject Classification ID

Set-valued and variational analysis (49J53) Optimality conditions for free problems in two or more independent variables (49K10) Nonlinear programming (90C30) Optimality conditions and duality in mathematical programming (90C46)

Review text

The author studies the problem of minimizing a functional on a Banach space under equality, inequality and abstract constraints. Some of the constraint functions are assumed to be Fréchet differentiable and others are assumed to be Lipschitz continuous. A Fritz John necessary optimality condition is established involving Michel-Penot subdifferentials for the nonsmooth constraint functions. Under various constraint qualifications, Karush-Kuhn-Tucker conditions are also derived.

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Cited in

(18)

• On solving simple bilevel programs with a nonconvex lower level program
• Multiplier methods for optimization problems with Lipschitzian derivatives
• Necessary conditions for efficiency in terms of the Michel--Penot subdifferentials
• Necessary optimality conditions for optimal control problems with nonsmooth mixed state and control constraints
• Quasiconvex programming with locally starshaped constraint region and applications to quasiconvex MPEC
• On nonsmooth V-invexity and vector variational-like inequalities in terms of the Michel-Penot subdifferentials
• Convexificators and necessary conditions for efficiency
• On mathematical programs with equilibrium constraints under data uncertainty
• On quasidifferentiable mathematical programs with equilibrium constraints
• Fuzzy multiplier, sum and intersection rules in non-Lipschitzian settings: decoupling approach revisited
• Nonsmooth Mathematical Programs with Vanishing Constraints in Banach Spaces
• An augmented Lagrangian method for training recurrent neural networks
• Nonconvex nonsmooth multicomposite optimization and its applications to recurrent neural networks
• The penalty functions method and multiplier rules based on the Mordukhovich subdifferential
• Generalized derivatives and nonsmooth optimization, a finite dimensional tour (with comments and rejoinder)
• Lagrange multipliers theorem and saddle point optimality criteria in mathematical programming
• Subgradients of marginal functions in parametric mathematical programming
• Error bounds for systems of lower semicontinuous functions in Asplund spaces

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