A GENERALIZATION OF MULTIPLIER RULES FOR INFINITE-DIMENSIONAL OPTIMIZATION PROBLEMS

Hasan Yilmaz (1)

1 LPSM (UMR_8001) - Laboratoire de Probabilités, Statistique et Modélisation

We provide a generalization of first-order necessary conditions of optimality for infinite-dimensional optimization problems with a finite number of inequality constraints and with a finite number of inequality and equality constraints. Our assumptions on the differentiability of the functions are weaker than those of existing results.

Keywords: Multiplier rule; Fritz John theorem; Karush-Kuhn-Tucker theorem

Domains: Mathematics [math]; Optimization and Control [math.OC]

Hasan Yilmaz. A GENERALIZATION OF MULTIPLIER RULES FOR INFINITE-DIMENSIONAL OPTIMIZATION PROBLEMS. 2020. ⟨hal-02443579⟩