Lagrangean conditions and quasiduality
- 1 June 1977
- journal article
- research article
- Published by Cambridge University Press (CUP) in Bulletin of the Australian Mathematical Society
- Vol. 16 (3) , 325-339
- https://doi.org/10.1017/s0004972700023431
Abstract
For a constrained minimization problem with cone constraints, lagrangean necessary conditions for a minimum are well known, but are subject to certain hypotheses concerning cones. These hypotheses are now substantially weakened, but a counter example shows that they cannot be omitted altogether. The theorem extends to minimization in a partially ordered vector space, and to a weaker kind of critical point (a quasimin) than a local minimum. Such critical points are related to Kuhn-Tucker conditions, assuming a constraint qualification; in certain circumstances, relevant to optimal control, such a critical point must be a minimum. Using these generalized critical points, a theorem analogous to duality is proved, but neither assuming convexity, nor implying weak duality.Keywords
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