Generalized Lagrange multiplier rule for non-convex vector optimization problems

DOI10.1017/S0308210515000463zbMath1352.90075MaRDI QIDQ5741033

Maria Bernadette Donato

Publication date: 20 July 2016

Published in: Proceedings of the Royal Society of Edinburgh: Section A Mathematics (Search for Journal in Brave)

zbMATH Keywords

tangent conevector optimization problemLagrange multiplier rule

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Applications of functional analysis in optimization, convex analysis, mathematical programming, economics (46N10)

Cites Work

• Duality theory and applications to unilateral problems
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• Walrasian equilibrium problem with memory term
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• An extension of the basic constraint qualification to nonconvex vector optimization problems
• A measure-type Lagrange multiplier for the elastic-plastic torsion
• General infinite dimensional duality and applications to evolutionary network equilibrium problems
• Variational approach for a general financial equilibrium problem: the deficit formula, the balance law and the liability formula. A path to the economy recovery
• Duality theory for the dynamic oligopolistic market equilibrium problem

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