On the multiplier rules
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Abstract: We establish new results of first-order necessary conditions of optimality for finite-dimensional problems with inequality constraints and for problems with equality and inequality constraints, in the form of John's theorem and in the form of Karush-Kuhn-Tucker's theorem. In comparison with existing results we weaken assumptions of continuity and of differentiability.
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Cites work
- An elementary proof of the Fritz-John and Karush-Kuhn-Tucker conditions in nonlinear programming
- Implicit Functions and Optimization Problems without Continuous Differentiability of the Data
- Infinite-horizon optimal control in the discrete-time framework
- Modern Multiplier Rules
- The Fritz John necessary optimality conditions in the presence of equality and inequality constraints
Cited in
(22)- Envelope theorems for static optimization and calculus of variations
- A generalization of Michel's result on the Pontryagin maximum principle
- Lightenings of assumptions for Pontryagin principles in infinite horizon and discrete time
- Multiplier rules under mixed assumptions of differentiability and Lipschitz continuity
- Necessary conditions of Pareto optimality for multiobjective optimal control problems under constraints
- scientific article; zbMATH DE number 4108507 (Why is no real title available?)
- scientific article; zbMATH DE number 54546 (Why is no real title available?)
- scientific article; zbMATH DE number 1488013 (Why is no real title available?)
- scientific article; zbMATH DE number 6503 (Why is no real title available?)
- A Multiplier Rule for Multiobjective Programming Problems with Continuous Data
- A generalization of multiplier rules for infinite-dimensional optimization problems
- Karush-Kuhn-Tucker optimality conditions and duality for multiobjective semi-infinite programming via tangential subdifferentials
- Optimality conditions and stability analysis via the Mordukhovich subdifferential
- The Theory of the Multiplier
- A general multiplier rule
- Further results on Lagrange multipliers with several binding constraints
- On a geometrical construction of the multiplier rule.
- Lagrange multipliers in locally convex spaces
- Multiplier rules for Dini-derivatives in a topological vector space
- Alternative theorem for sequences of functions and applications to optimization
- Pontryagin principle and envelope theorem
- The penalty functions method and multiplier rules based on the Mordukhovich subdifferential
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