Rank theorem in infinite dimension and Lagrange multipliers

DOI10.1007/S00245-018-9520-YzbMATH Open1440.49029arXiv1710.02054OpenAlexW2963705099WikidataQ129293921 ScholiaQ129293921MaRDI QIDQ2187331FDOQ2187331

Authors: Joël Blot 

Publication date: 2 June 2020

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Abstract: We use an extension to the infinite dimension of the rank theorem of the differential calculus to establish a Karush-Huhn-Tucker theorem for optimization problems in Banach spaces. We provide an application to variational problems on bounded processus under equality constraints.

Full work available at URL: https://arxiv.org/abs/1710.02054

Recommendations

• On infinite-dimensional variational principles with constraints
• scientific article; zbMATH DE number 2145250
• The rank theorem in infinite dimension
• A general Lagrange multipliers theorem and related questions
• scientific article; zbMATH DE number 622087

zbMATH Keywords

Lagrange multipliersBanach spacesrank theorem

Mathematics Subject Classification ID

Optimality conditions for problems in abstract spaces (49K27) Optimality conditions for solutions belonging to restricted classes (Lipschitz controls, bang-bang controls, etc.) (49K30)

Cites Work

• Title not available (Why is that?)
• Functional analysis, Sobolev spaces and partial differential equations
• Directional derivative of the marginal function in nonlinear programming
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Infinite-horizon optimal control in the discrete-time framework
• On the smoothness of optimal paths
• Title not available (Why is that?)
• The rank theorem in infinite dimension
• Title not available (Why is that?)

Cited In (8)

• Lagrange multipliers in locally convex spaces
• New Constraint Qualifications for Optimization Problems in Banach Spaces Based on Asymptotic KKT Conditions
• Title not available (Why is that?)
• On infinite-dimensional variational principles with constraints
• Infinite-dimensional Lagrange problem and application to stochastic processes
• Title not available (Why is that?)
• The rank theorem in infinite dimension
• Constraint qualification with Schauder basis for infinite programming problems

This page was built for publication: Rank theorem in infinite dimension and Lagrange multipliers

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2187331)