The Linear Nonconvex Generalized Gradient and Lagrange Multipliers
نویسنده
چکیده
A Lagrange multiplierrules that uses small generalized gradients is introduced. It includes both inequality and set constraints. The generalized gradient is the linear generalized gradient. It is smaller than the generalized gradients of Clarke and Mordukhovich but retains much of their nice calculus. Its convex hull is the generalized gradient of Michel and Penot if a function is Lipschitz. The tools used in the proof of this Lagrange multiplier result are a co-derivative, a chain rule and a scalarization formula for this co-derivative. Many smooth and nonsmooth Lagrange multiplier results are corollaries of this result. It is shown that the technique in this paper can be used for the case of equality, inequality and set constraints if one considers the generalized gradient of Mordukhovich. An open question is if a Lagrange multiplier result holds when one has equality constraints and uses the linear generalized gradient.
منابع مشابه
Lagrange Multipliers for Nonconvex Generalized Gradients with Equality, Inequality and Set Constraints
A Lagrange multiplier rule for nite dimensional Lipschitz problems is proven that uses a nonconvex generalized gradient. This result uses either both the linear generalized gradient and the generalized gradient of Mordukhovich or the linear generalized gradient and a qualiication condition involving the pseudo-Lipschitz behavior of the feasible set under perturbations. The optimization problem ...
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ورودعنوان ژورنال:
- SIAM Journal on Optimization
دوره 5 شماره
صفحات -
تاریخ انتشار 1995