Scalar Lagrange multiplier rules for set-valued problems in infinite-dimensional spaces

DOI10.1007/s10957-012-0154-yzbMath1298.90098OpenAlexW1988339338MaRDI QIDQ1949579

Miguel Sama, Luis Rodríguez-Marín

Publication date: 8 May 2013

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

Full work available at URL: https://doi.org/10.1007/s10957-012-0154-y

zbMATH Keywords

vector optimizationset-valued optimizationLagrange multiplier rulescontingent (epi)derivatives

Mathematics Subject Classification ID

Multi-objective and goal programming (90C29) Optimality conditions and duality in mathematical programming (90C46) Programming in abstract spaces (90C48)

Related Items

Scalarization of constraints system in some vector optimization problems and applications ⋮ A new penalization tool in scalar and vector optimizations ⋮ Set Optimization—A Rather Short Introduction ⋮ Stability analysis of conically perturbed linearly constrained least-squares problems by optimizing the regularized trajectories ⋮ Optimality conditions in terms of contingent epiderivatives for strict local Pareto minima in vector optimization problems with constraints

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