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: | Yang X Q, Meng Z Q |
Keywords: | penalty functions |
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.