Bounds for Lagrange multipliers and optimal points (Q1802498)

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scientific article; zbMATH DE number 203456
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Bounds for Lagrange multipliers and optimal points
scientific article; zbMATH DE number 203456

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    Bounds for Lagrange multipliers and optimal points (English)
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    4 September 1994
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    The following optimization problem is considered: Minimize \(f(x)\) subject to \(p_ i(x)\leq 0\) \((i= 1,\dots,m)\), \(q_ i(x)=0\) \((i=1,\dots,r)\), where \(f\), \(p_ i\), \(q_ i\) are given functions from class \(C^ 2\) defined on \(\mathbb{R}^ n\). Using the Fritz-John conditions the authors describe two methods for computing guaranteed bounds on the Lagrange multipliers. The first of the two methods makes possible to compute also guaranteed bounds on the location of the optimal points.
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    constrained nononvex optimization
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    global optimization
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    Fritz-John conditions
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    guaranteed bounds
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    Lagrange multipliers
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