Error bounds for generalized Lagrange multipliers in locally Lipschitz programming

DOI10.1007/BF00940086zbMath0792.90059MaRDI QIDQ1321173

Massimo Pappalardo

Publication date: 25 July 1994

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

zbMATH Keywords

generalized derivativesnonconvex optimizationLipschitz programmingbounded Lagrange multipliers

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Nonsmooth analysis (49J52)

Related Items (10)

Constraint qualifications and Lagrange multipliers in nondifferentiable programming problems ⋮ Necessary optimality conditions in terms of convexificators in Lipschitz optimization ⋮ Convexificators and boundedness of the Kuhn–Tucker multipliers set ⋮ Separation of sets, Lagrange multipliers, and totally regular extremum problems ⋮ Nonsmooth multiobjective programming: strong Kuhn-Tucker conditions ⋮ Stability of the solution set of perturbed nonsmooth inequality systems and application ⋮ Bounded Lagrange multiplier rules for general nonsmooth problems and application to mathematical programs with equilibrium constraints ⋮ Existence and boundedness of the Kuhn-Tucker multipliers in nonsmooth multiobjective optimization ⋮ Smoothing and SAA method for stochastic programming problems with non-smooth objective and constraints ⋮ Constraint qualifications in nonsmooth multiobjective optimization

Cites Work

• Computable numerical bounds for Lagrange multipliers of stationary points of nonconvex differentiable nonlinear programs
• Optimization and nonsmooth analysis
• On conditions to have bounded multipliers in locally lipschitz programming
• A necessary and sufficient regularity condition to have bounded multipliers in nonconvex programming

This page was built for publication: Error bounds for generalized Lagrange multipliers in locally Lipschitz programming