Bounds for Lagrange multipliers and optimal points
type: Item
instance of: scholarly article
title: Bounds for Lagrange multipliers and optimal points
zbMATH Open document ID: 0795.90064
DOI: 10.1016/0898-1221(93)90282-Z
publication date: 1994-09-04T00:00:00Z
review text: 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.
reviewed by: Karel Zimmermann
Mathematics Subject Classification ID: 90C30
Mathematics Subject Classification ID: 49N99
Mathematics Subject Classification ID: 65K05
zbMATH DE Number: 203456
zbMATH Keywords: constrained nononvex optimization
zbMATH Keywords: global optimization
zbMATH Keywords: Fritz-John conditions
zbMATH Keywords: guaranteed bounds
zbMATH Keywords: Lagrange multipliers
author: Eldon R. Hansen
author: G. William Walster
MaRDI profile type: Publication
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published in: Computers & Mathematics with Applications
description: scientific article; zbMATH DE number 203456