On Regularity for Constrained Extremum Problems. Part 2: Necessary Optimality Conditions

被引:41
|
作者
Moldovan, A. [3 ]
Pellegrini, L. [1 ,2 ]
机构
[1] Univ Verona, Fac Sci Math, I-37129 Verona, Italy
[2] Univ Verona, Fac Econ, I-37129 Verona, Italy
[3] Univ Pisa, Fac Sci Math, I-56127 Pisa, Italy
关键词
Image space; Constraint qualifications; Regularity conditions; Calmness; Metric regularity; QUALIFICATION; IMAGE;
D O I
10.1007/s10957-009-9521-8
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
A particular theorem for linear separation between two sets is applied in the image space associated with a constrained extremum problem. In this space, the two sets are a convex cone, depending on the constraints (equalities and inequalities) of the given problem and the homogenization of its image. It is proved that the particular linear separation is equivalent to the existence of Lagrangian multipliers with a positive multiplier associated with the objective function (i.e., a necessary optimality condition). A comparison with the constraint qualifications and the regularity conditions existing in the literature is performed.
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页码:165 / 183
页数:19
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