Lagrange multipliers in nonsmooth semi-infinite optimization problems

Xi Yin Zheng; Xiaoqi Yang

doi:10.1287/moor.1060.0234

Lagrange multipliers in nonsmooth semi-infinite optimization problems

Xi Yin Zheng, Xiaoqi Yang

Research output: Journal article publication › Journal article › Academic research › peer-review

36 Citations (Scopus)

Abstract

Using the variational analysis technique, in terms of the epi-coderivative, we provide Lagrange multiplier rules for a class of semi-infinite optimization problems where all functions are lower semicontinuous or locally Lipschitz.

Original language	English
Pages (from-to)	168-181
Number of pages	14
Journal	Mathematics of Operations Research
Volume	32
Issue number	1
DOIs	https://doi.org/10.1287/moor.1060.0234
Publication status	Published - 1 Feb 2007

Keywords

Borel measure
Epi-coderivative
Lagrange multiplier
Normal cone
Subdifferential

ASJC Scopus subject areas

General Mathematics
Applied Mathematics
Management Science and Operations Research

More information

10.1287/moor.1060.0234

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title = "Lagrange multipliers in nonsmooth semi-infinite optimization problems",

abstract = "Using the variational analysis technique, in terms of the epi-coderivative, we provide Lagrange multiplier rules for a class of semi-infinite optimization problems where all functions are lower semicontinuous or locally Lipschitz.",

keywords = "Borel measure, Epi-coderivative, Lagrange multiplier, Normal cone, Subdifferential",

author = "Zheng, {Xi Yin} and Xiaoqi Yang",

year = "2007",

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AB - Using the variational analysis technique, in terms of the epi-coderivative, we provide Lagrange multiplier rules for a class of semi-infinite optimization problems where all functions are lower semicontinuous or locally Lipschitz.

KW - Borel measure

KW - Epi-coderivative

KW - Lagrange multiplier

KW - Normal cone

KW - Subdifferential

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U2 - 10.1287/moor.1060.0234

DO - 10.1287/moor.1060.0234

M3 - Journal article

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JF - Mathematics of Operations Research

IS - 1

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Lagrange multipliers in nonsmooth semi-infinite optimization problems

Abstract

Keywords

ASJC Scopus subject areas

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