| 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.