Rank theorem in infinite dimension and Lagrange multipliers

DOI10.1007/S00245-018-9520-YzbMATH1440.49029OpenAlexW2963705099WikidataQ129293921MaRDI QIDQ2187331FDOQ2187331

Authors Joël Blot

Publication date 2 June 2020

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

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

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)

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.

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Cites work

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Cited in

(8)

• The rank theorem in infinite dimension
• scientific article; zbMATH DE number 2145250 (Why is no real title available?)
• scientific article; zbMATH DE number 3931776 (Why is no real title available?)
• Lagrange multipliers in locally convex spaces
• Constraint qualification with Schauder basis for infinite programming problems
• Infinite-dimensional Lagrange problem and application to stochastic processes
• New Constraint Qualifications for Optimization Problems in Banach Spaces Based on Asymptotic KKT Conditions
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