On Uniqueness of Lagrange Multipliers in Composite Optimization
نویسندگان
چکیده
منابع مشابه
On Uniqueness of Lagrange Multipliers in Optimization Problems Subject to Cone Constraints
In this paper we study uniqueness of Lagrange multipliers in optimization problems subject to cone constraints. The main tool in our investigation of this question will be a calculus of dual (polar) cones. We give sufficient and in some cases necessary conditions for uniqueness of Lagrange multipliers in general Banach spaces. General results are then applied to two particular examples of the s...
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Kyparisis proved in 1985 that a strict version of the MangasarianFromovitz constraint qualification (MFCQ) is equivalent to the uniqueness of Lagrange multipliers. However, the definition of this strict version of MFCQ requires the existence of a Lagrange multiplier and is not a constraint qualification (CQ) itself. In this note we show that LICQ is the weakest CQ which ensures (existence and) ...
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ژورنال
عنوان ژورنال: Journal of Mathematical Analysis and Applications
سال: 1996
ISSN: 0022-247X
DOI: 10.1006/jmaa.1996.0281