Necessary Conditions in Nonsmooth Optimization
- 1 May 1984
- journal article
- Published by Institute for Operations Research and the Management Sciences (INFORMS) in Mathematics of Operations Research
- Vol. 9 (2) , 159-189
- https://doi.org/10.1287/moor.9.2.159
Abstract
The paper contains four theorems concerning first order necessary conditions for a minimum in nonsmooth optimization problems in Banach spaces: a Lagrange multiplier rule for a mathematical programming problem in which an infinite dimensional equality constraint is included in the constraints, a general maximum principle for nonsmooth optimal control problems with state constraints, and a kind of multiplier rule for mathematical programming problems which applies when only finitely many equality constraints are present but when the Lipschitz continuity assumptions are removed. A summary of relevant background results from analysis is provided.Keywords
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