A note on the existence of Lagrange multipliers

DOI10.1007/BF01448385MaRDI QIDQ793645zbMATH OpenOpenAlexFDO

Authors Fritz Colonius

Publication date 1983

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

Full work available at URL https://doi.org/10.1007/bf01448385

zbMATH Keywords

closed convex coneLagrange multipliersreal Banach spaceregularity conditions

Mathematics Subject Classification ID

Numerical methods based on nonlinear programming (49M37) Nonlinear programming (90C30) Programming in abstract spaces (90C48)

Review text

The existence of Lagrange multipliers for the following problem is considered: minimize f(x) subject to \(x\in C\subset X\) and g(x)\(\in K\), where f is a real functional defined on a real Banach space X, g is a map from X into a real Banach space Y and K is a closed convex cone in Y with a vertex at the origin. Conditions in an existence theorem of \textit{J. Zowe} and \textit{S. Kurcyusz} [ibid. 5, 49-62 (1979; Zbl 0401.90104)] are weakened.

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Cites work

• A penalty function proof of a Lagrange multiplier theorem with application to linear delay systems
• A regularity condition for optimization in Banach spaces: Counter examples
• Regularity and Stability for Convex Multivalued Functions
• Regularity and stability for the mathematical programming problem in Banach spaces
• Stability Theory for Systems of Inequalities, Part II: Differentiable Nonlinear Systems

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• On changing the spaces in Lagrange multiplier rules for the optimal control of non-linear operator equations
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• Lagrange multipliers in locally convex spaces
• Existence of augmented Lagrange multipliers for cone constrained optimization problems
• A note on sufficient global optimality conditions for fixed charge quadratic programs

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