Lagrange multiplier characterizations of constrained best approximation with infinite constraints
DOI10.1007/S10957-021-01856-5zbMATH Open1475.90118OpenAlexW3158927446MaRDI QIDQ2046540FDOQ2046540
Authors: Hassan Bakhtiari, H. Mohebi 
Publication date: 18 August 2021
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10957-021-01856-5
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Lagrange multipliernonconvex constraintstrong conical hull intersection propertyconstrained best approximationperturbation propertyGuignard's constraint qualificationnear convexitysubdifferential closedness condition
Optimality conditions and duality in mathematical programming (90C46) Nonconvex programming, global optimization (90C26) Best approximation, Chebyshev systems (41A50) Semi-infinite programming (90C34) Approximation with constraints (41A29)
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Cited In (6)
- Robust constrained best approximation with nonconvex constraints
- Best approximation with geometric constraints
- Limiting \(\varepsilon\)-subgradient characterizations of constrained best approximation
- Lagrange multiplier characterizations of robust best approximations under constraint data uncertainty
- Characterizing nonconvex constrained best approximation using Robinson's constraint qualification
- Constraint Qualification, the Strong CHIP, and Best Approximation with Convex Constraints in Banach Spaces
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