Bounds for Lagrange multipliers and optimal points

DOI10.1016/0898-1221(93)90282-ZMaRDI QIDQ1802498zbMATH OpenFDO

Authors Eldon R. Hansen, G. William Walster

Publication date 4 September 1994

Published in Computers & Mathematics with Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0898-1221(93)90282-Z

zbMATH Keywords

constrained nononvex optimizationFritz-John conditionsglobal optimizationguaranteed boundsLagrange multipliers

Mathematics Subject Classification ID

Miscellaneous topics in calculus of variations and optimal control (49N99) Numerical mathematical programming methods (65K05) Nonlinear programming (90C30)

Review text

The following optimization problem is considered: Minimize \(f(x)\) subject to \(p_ i(x)\leq 0\) \((i= 1,\dots,m)\), \(q_ i(x)=0\) \((i=1,\dots,r)\), where \(f\), \(p_ i\), \(q_ i\) are given functions from class \(C^ 2\) defined on \(\mathbb{R}^ n\). Using the Fritz-John conditions the authors describe two methods for computing guaranteed bounds on the Lagrange multipliers. The first of the two methods makes possible to compute also guaranteed bounds on the location of the optimal points.

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Cites work

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Cited in

(13)

• Computable numerical bounds for Lagrange multipliers of stationary points of nonconvex differentiable nonlinear programs
• A note on Lagrange multipliers with several binding constraints
• Interval mathematics, algebraic equations and optimization
• Lagrangian bounds in multiextremal polynomial and discrete optimization problems
• Nonlinear equations and optimization
• Augmented Lagrangian optimization under fixed-point arithmetic
• First order rejection tests for multiple-objective optimization
• scientific article; zbMATH DE number 519793 (Why is no real title available?)
• On the Optimality and Limitations of Buehler Bounds
• scientific article; zbMATH DE number 1568980 (Why is no real title available?)
• The Lagrange method and SAO with bounds on the dual variables
• Efficient use of optimality conditions in interval branch and bound methods
• An algorithm for constrained global optimization of multivariate polynomials using the Bernstein form and John optimality conditions

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