A Lagrange multiplier rule with small convex-valued subdifferentials for nonsmooth problems of mathematical programming involving equality and nonfunctional constraints

DOI10.1007/BF01581262MaRDI QIDQ1803619zbMATH OpenFDO

Authors Alexander D. Ioffe

Publication date 29 June 1993

Published in Mathematical Programming. Series A. Series B (Search for Journal in Brave)

zbMATH Keywords

controllabilityLagrange multiplier ruleLipschitz continuousfansMichel-Penot subdifferentialsweak prederivative of a Lipschitz map

Mathematics Subject Classification ID

Nonlinear programming (90C30) Nonsmooth analysis (49J52) Programming in abstract spaces (90C48)

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Cites work

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• Adjoint differential inclusions in necessary conditions for the minimal trajectories of differential inclusions
• Approximate Subdifferentials and Applications. I: The Finite Dimensional Theory
• Necessary Conditions in Nonsmooth Optimization
• Nonsmooth Analysis: Differential Calculus of Nondifferentiable Mappings
• Optimization and nonsmooth analysis
• Shrinking generalized gradients

Cited in

(31)

• A Sharp Lagrange Multiplier Rule for Nonsmooth Mathematical Programming Problems Involving Equality Constraints
• The principle of Lagrange and critical values of optimization problems
• The Linear Nonconvex Generalized Gradient and Lagrange Multipliers
• A Pontryagin maximum principle in Wasserstein spaces for constrained optimal control problems
• \(E\)-subdifferential of \(E\)-convex functions and its applications to minimization problem
• On optimality conditions and duality for multiobjective optimization with equilibrium constraints
• KKT conditions for weak\(^\ast\) compact convex sets, theorems of the alternative, and optimality conditions
• Exhausters, optimality conditions and related problems
• Lagrange multipliers theorem and saddle point optimality criteria in mathematical programming
• Necessary conditions for efficiency in terms of the Michel--Penot subdifferentials
• Necessary optimality conditions in discrete nonsmooth optimal control
• Lagrange Multipliers in Nonsmooth Semi-Infinite Optimization Problems
• An ε-lagrange multiplier rule for a mathematical programming problem on banacch spaces^∗
• Finite-dimensional approximations in the derivation of necessary optimality conditions in nonsmooth constrained optimal control
• Constraint qualifications in terms of convexificators for nonsmooth programming problems with mixed constraints
• New approximation method in the proof of the Maximum Principle for nonsmooth optimal control problems with state constraints
• A new constraint qualification and sharp optimality conditions for nonsmooth mathematical programming problems in terms of quasidifferentials
• Constraint qualifications in nonsmooth optimization: Classification and inter-relations
• Necessary optimality conditions in non-smooth problems with equality constraints
• Boundedness of certain sets of Lagrange multipliers in vector optimization
• The linear generalized gradient in infinite dimensions
• Nonsmooth optimization
• Small convex-valued subdifferentials in mathematical programming
• Exhausters and subdifferentials in non-smooth analysis
• The conditions of minimum for a smooth function on the boundary of a quasidifferntiable set
• Optimality conditions for non-smooth semi-infinite programming
• On the Mangasarian-Fromovitz constraint qualification and Karush-Kuhn-Tucker conditions in nonsmooth semi-infinite multiobjective programming
• Metric regularity of quasidifferentiable mappings and optimality conditions for nonsmooth mathematical programming problems
• SEQUENTIAL LAGRANGE MULTIPLIER CONDITIONS FOR MINIMAX PROGRAMMING PROBLEMS
• Constraint qualifications for nonsmooth mathematical programs with equilibrium constraints
• Revisiting the Lagrange multiplier rule

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