Computable numerical bounds for Lagrange multipliers of stationary points of nonconvex differentiable nonlinear programs

DOI10.1016/0167-6377(85)90030-6MaRDI QIDQ1058992zbMATH OpenOpenAlexFDO

Authors O. L. Mangasarian

Publication date 1985

Published in Operations Research Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-6377(85)90030-6

zbMATH Keywords

Lagrange multipliersboundsstationary pointnonconvex differentiable nonlinear program

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37)

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Cites work

• scientific article; zbMATH DE number 3308846 (Why is no real title available?)
• scientific article; zbMATH DE number 3365044 (Why is no real title available?)
• A Variable-Complexity Norm Maximization Problem
• A necessary and sufficient regularity condition to have bounded multipliers in nonconvex programming
• A stable theorem of the alternative: An extension of the Gordan theorem
• Simple computable bounds for solutions of linear complementarity problems and linear programs
• The Fritz John necessary optimality conditions in the presence of equality and inequality constraints

Cited in

(9)

• Uniqueness of KKT multipliers in multiobjective optimization.
• Augmented Lagrangian optimization under fixed-point arithmetic
• KKT transformation approach for multi-objective multi-level linear programming problems
• Karush-Kuhn-Tucker transformation approach to multi-level linear programming problems.
• Separation of sets, Lagrange multipliers, and totally regular extremum problems
• Bounds for Lagrange multipliers and optimal points
• Bounded Lagrange multiplier rules for general nonsmooth problems and application to mathematical programs with equilibrium constraints
• Quadratic support functions in quadratic bilevel problems
• Error bounds for generalized Lagrange multipliers in locally Lipschitz programming

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