Lagrange multipliers and calmness conditions of order p

Lagrange multipliers and calmness conditions of order p

0.00 Avg rating0 Votes
Article ID: iaor200948284
Country: United States
Volume: 32
Issue: 1
Start Page Number: 95
End Page Number: 101
Publication Date: Feb 2007
Journal: Mathematics of Operations Research
Authors: ,
Keywords: penalty functions
Abstract:

In this paper, by assuming that a non–Lipschitz penalty function is exact, new conditions for the existence of Lagrange multipliers are established for an inequality and equality–constrained continuously differentiable optimization problem. This is done by virtue of a first–order necessary optimality condition of the penalty problem, which is obtained by estimating Dini upper–directional derivatives of the penalty function in terms of Taylor expansions, and a Farkas lemma. Relations among the obtained results and some well–known constraint qualifications are discussed.

Reviews

Required fields are marked *. Your email address will not be published.