Characterization of optimality for the abstract convex program with finite dimensional range
- 1 December 1980
- journal article
- research article
- Published by Cambridge University Press (CUP) in Journal of the Australian Mathematical Society
- Vol. 30 (4) , 390-411
- https://doi.org/10.1017/s1446788700017882
Abstract
This paper presents characterizations of optimality for the abstract convex program when S is an arbitrary convex cone in a finite dimensional space, Ω is a convex set and p and g are respectively convex and S-convex (on Ω). These characterizations, which include a Lagrange multiplier theorem and do not presume any a priori constraint qualification, subsume those presently in the literature.Keywords
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