Lagrange Multipliers for Nonconvex Generalized Gradients with Equality, Inequality and Set Constraints
نویسنده
چکیده
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 includes equality constraints, inequality constraints and a set constraint. This result extends known nonsmooth results for the Lipschitz case.
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