On the multiplier rules

Optimization ◽  
2015 ◽  
Vol 65 (5) ◽  
pp. 947-955 ◽  
Author(s):  
Joël Blot
Keyword(s):  
2005 ◽  
Vol 32 (3) ◽  
pp. 367-383 ◽  
Author(s):  
César Gutiérrez ◽  
Bienvenido Jiménez ◽  
Vicente Novo

Optimization ◽  
1996 ◽  
Vol 38 (1) ◽  
pp. 23-37 ◽  
Author(s):  
W. W. Breckner ◽  
A. Göpfert

2008 ◽  
Vol 25 (02) ◽  
pp. 113-133 ◽  
Author(s):  
ANULEKHA DHARA ◽  
APARNA MEHRA

In this article, we study nonsmooth convex minimax programming problems with cone constraint and abstract constraint. Our aim is to develop sequential Lagrange multiplier rules for this class of problems in the absence of any constraint qualification. These rules are obtained in terms of ∊-subdifferentials of the functions. As an application of these rules, a sequential dual is proposed and sequential duality results are presented.


2019 ◽  
Vol 36 (04) ◽  
pp. 1950021
Author(s):  
Tijani Amahroq ◽  
Abdessamad Oussarhan

Optimality conditions are established in terms of Lagrange–Fritz–John multipliers as well as Lagrange–Kuhn–Tucker multipliers for set optimization problems (without any convexity assumption) by using new scalarization techniques. Additionally, we indicate how these results may be applied to some particular weak vector equilibrium problems.


Sign in / Sign up

Export Citation Format

Share Document