Rank theorem in infinite dimension and Lagrange multipliers

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

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

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)

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Cited In (4)

• Lagrange multipliers in locally convex spaces
• New Constraint Qualifications for Optimization Problems in Banach Spaces Based on Asymptotic KKT Conditions
• The rank theorem in infinite dimension
• Constraint qualification with Schauder basis for infinite programming problems

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