Constraint qualifications and Lagrange multipliers in nondifferentiable programming problems
From MaRDI portal
Publication:1331123
DOI10.1007/BF02193099zbMath0810.90136MaRDI QIDQ1331123
Publication date: 17 April 1995
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Lagrange multipliersBanach spaceslocally Lipschitz dataClarke generalized gradientsconstraint qualification conditionsfinite-dimensional constraint spaces
Nonsmooth analysis (49J52) Programming in abstract spaces (90C48) Optimality conditions for problems in abstract spaces (49K27)
Related Items
A finite dimensional extension of Lyusternik theorem with applications to multiobjective optimization ⋮ Necessary conditions for efficiency in terms of the Michel–Penot subdifferentials ⋮ Qualification conditions for multivalued functions in Banach spaces with applications to nonsmooth vector optimization problems ⋮ Necessary optimality conditions in terms of convexificators in Lipschitz optimization ⋮ Strong Kuhn-Tucker conditions and constraint qualifications in locally Lipschitz multiobjective optimization problems ⋮ Metric Regularity and Optimality Conditions in Nonsmooth Optimization ⋮ Necessary optimality conditions for optimal control problems with nonsmooth mixed state and control constraints ⋮ Convexificators and boundedness of the Kuhn–Tucker multipliers set ⋮ Separation of sets, Lagrange multipliers, and totally regular extremum problems ⋮ Enhanced Karush-Kuhn-Tucker condition and weaker constraint qualifications ⋮ Optimality conditions for efficiency in locally Lipschitz vector equilibrium problem with constraints in terms of Michel-Penot's directional derivatives ⋮ Global parametric sufficient optimality conditions for discrete minmax fractional programming problems containing generalized \((\theta,\eta,\rho)\)-V-invex functions and arbitrary norms ⋮ Stability of the solution set of perturbed nonsmooth inequality systems and application ⋮ Constraint qualifications in nonsmooth optimization: Classification and inter-relations ⋮ Optimality Conditions Using Convexifactors for a Multiobjective Fractional Bilevel Programming Problem ⋮ Constraint qualifications and optimality criteria for nonsmooth multiobjective programming problems on Hadamard manifolds ⋮ Constraint qualifications in terms of convexificators for nonsmooth programming problems with mixed constraints ⋮ On the convergence of coderivative of SAA solution mapping for a parametric stochastic generalized equation ⋮ On the convergence of coderivative of SAA solution mapping for a parametric stochastic variational inequality ⋮ Difference of convex algorithms for bilevel programs with applications in hyperparameter selection ⋮ Generalized \((F,\rho )\)-convexity and duality in nonsmooth problems of multiobjective optimization ⋮ Constraint qualifications for constrained Lipschitz optimization problems and applications to a MPCC ⋮ On the Karush-Kuhn-Tucker reformulation of the bilevel optimization problem ⋮ The exact penalty principle ⋮ On solving simple bilevel programs with a nonconvex lower level program ⋮ Lagrange multipliers for multiobjective programs with a general preference ⋮ Optimality and duality for nonsmooth multiobjective fractional programming with mixed constraints ⋮ Solving semi-infinite programs by smoothing projected gradient method ⋮ New results on constraint qualifications for nonlinear extremum problems and extensions ⋮ Solving mathematical programs with equilibrium constraints ⋮ Smoothing augmented Lagrangian method for nonsmooth constrained optimization problems ⋮ Infinite-dimensional vector optimization and a separation theorem ⋮ Bounded Lagrange multiplier rules for general nonsmooth problems and application to mathematical programs with equilibrium constraints ⋮ Infine functions and nonsmooth multiobjective optimization problems ⋮ On constraint qualifications in nonsmooth optimization. ⋮ On optimality conditions for vector variational inequalities ⋮ Existence and boundedness of the Kuhn-Tucker multipliers in nonsmooth multiobjective optimization ⋮ Generalized constraint qualifications and optimality conditions for set-valued optimization problems ⋮ On Efficiency Conditions for Nonsmooth Vector Equilibrium Problems with Equilibrium Constraints ⋮ Smoothing and SAA method for stochastic programming problems with non-smooth objective and constraints ⋮ A smoothing augmented Lagrangian method for solving simple bilevel programs ⋮ Sufficient conditions for invexity ⋮ Necessary efficiency conditions for vector equilibrium problems with general inequality constraints via convexificators ⋮ Optimality conditions and duality for nondifferentiable multiobjective semi-infinite programming problems with generalized \((C,\alpha,\rho,d)\)-convexity ⋮ Constraint qualifications in nonsmooth multiobjective optimization ⋮ Higher–Order Necessary Optimality Conditions for a Nonsmooth Extremum Problem
Cites Work
- Stability and regular points of inequality systems
- General constraint qualifications in nondifferentiable programming
- Regularity and stability for the mathematical programming problem in Banach spaces
- Error bounds for generalized Lagrange multipliers in locally Lipschitz programming
- The Fritz John necessary optimality conditions in the presence of equality and inequality constraints
- The approximate subdifferential of composite functions
- Approximate subdifferentials and applications 3: the metric theory
- Optimization and nonsmooth analysis
- A simple constraint qualification in infinite dimensional programming
- Approximate subdifferentials and applications II
- On conditions to have bounded multipliers in locally lipschitz programming
- A constraint qualification in quasidifferentiable programming
- Stability Theory for Systems of Inequalities, Part II: Differentiable Nonlinear Systems
- A necessary and sufficient regularity condition to have bounded multipliers in nonconvex programming
- Approximations and Metric Regularity in Mathematical Programming in Banach Space