On necessary conditions for infinite-dimensional extremum problems

被引:2
|
作者
Giannessi, F
Mastroeni, G
Uderzo, A
机构
[1] Univ Pisa, Fac Sci, Dept Math, I-56127 Pisa, Italy
[2] Univ Milan, Dept Stat, Milan, Italy
关键词
image space; Lagrange multipliers; multifunctions; necessary optimality conditions; nonsmooth optimization;
D O I
10.1023/B:JOGO.0000026452.32070.99
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
In this paper, we carry on the analysis (introduced in [4] and developed in [2, 7]) of optimality conditions for extremum problems having infinite-dimensional image, in the case of unilateral constraints. This is done by associating to the feasible set a special multifunction. It turns out that the classic Lagrangian multiplier functions can be factorized into a constant term and a variable one; the former is the gradient of a separating hyperplane as introduced in [4, 5]; the latter plays the role of selector of the above multifunction. Finally, the need of enlarging the class of Lagrangian multiplier functions is discussed.
引用
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页码:319 / 337
页数:19
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