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

DOI10.1016/0167-6377(85)90030-6zbMATH Open0565.90069OpenAlexW2055364214MaRDI QIDQ1058992FDOQ1058992

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

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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)

Cites Work

• Title not available (Why is that?)
• The Fritz John necessary optimality conditions in the presence of equality and inequality constraints
• Title not available (Why is that?)
• 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

Cited In (9)

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

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