Skip to main content

On the existence of Lagrange multipliers in nonlinear programming in Banach spaces

  • Part 1: Optimization
  • Conference paper
  • First Online:
Optimization and Optimal Control

Part of the book series: Lecture Notes in Control and Information Sciences ((LNCIS,volume 30))

Abstract

The existence of Lagrange-Karush-Kuhn-Tucker multipliers in differentiable mathematical programming is shown to be a direct consequence of fundamental rules for computing tangent cones. The relationships of these rules with the transversality conditions of differential topology are pointed out. These rules also bear some connections with subdifferential calculus for convex (or tangentially convex [20]) functions.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  1. R.G. BARTLE, L.M. GRAVES: Mappings between function spaces. Trans. Amer. Math. Soc. 72 (1952), 400–413.

    Google Scholar 

  2. V.G. BOLTYANSKI: The method of tents in the theory of extremal problems. Uspekhi Mat. Nauk. 30 (3) (1975), 3–55, Russian Math. Surveys 30 (3) (1975), 1–54.

    Google Scholar 

  3. G. BORGET, M. VALADIER: Utilisation d'une méthode de dualité dans un problème d'optimisation dynamique. Actes du Congrès d'Automatique théorique. Paris 1965, Dunod (p.113–124).

    Google Scholar 

  4. J. BORWEIN: Continuity and differentiability properties of convex operators (to appear).

    Google Scholar 

  5. J. BORWEIN, J.P. PENOT, M. THERA: Conjuguate vector-valued convex mappings (to appear).

    Google Scholar 

  6. M. BROKATE: A regularity condition for optimization in Banach spaces: counter examples. Appl. Math. Optim. 6 (1980), pp.189–192.

    Google Scholar 

  7. F.H. CLARKE: Generalized gradients and applications, Trans. Amer. Math. Soc. 205 (1975), 247–262.

    Google Scholar 

  8. P. CLAUZURE: Sur un problème de différentiabilité dans les espaces de Köthe. Travaux du Sém. d'Analyse Convexe, Montpellier 3 (1973) (14) 1–13.

    Google Scholar 

  9. PHAM CÁNH DUONG, HOANG TUY: Stability, surjectivity, and local invertibility of non differentiable mappings. Acta. Math. Vietnamica 3 (1) (1978) 89–105.

    Google Scholar 

  10. S. FITZPATRICK, R.R. PHELPS: Differentiability of the metric projection in Hilbert space (to appear).

    Google Scholar 

  11. A. HARAUX: How to differentiate the projection on a convex set in Hilbert space. Some applications to variational inequalities. J. Math. Soc. Japan 24 (1977), 615–631.

    Google Scholar 

  12. R.H. HOLMES: Geometric functional analysis and its applications. Springer Verlag. New-York (1975).

    Google Scholar 

  13. S. KURCYUSZ: On the existence and nonexistence of Lagrange multipliers in Banach spaces. J. Optim. Th. and Appl. 20 (1976), pp 81–110.

    Google Scholar 

  14. D.H. MARTIN, R.J. GARDNER, G.G. WATKINS: Indicating cones and the intersection principle for tangential approximants in abstract multipliers rules (to appear).

    Google Scholar 

  15. H. MAURER, J. ZOWE: First and second-order necessary and sufficient optimality conditions for infinite-dimensional programming problems. Math. Prog. 16 (1979) pp.98–110.

    Google Scholar 

  16. P. MICHEL: Problème des inégalités. Applications à la programmation et au contrôle optimal. Bull. Soc. Math. France, 101 (1973), 413–439.

    Google Scholar 

  17. F. MIGNOT: Contrôle dans les inéquations variationnelles elliptiques. J. Funct. Anal. 22 (1976), 130–185.

    Google Scholar 

  18. W. OETTLI: Optimality conditions for programming problems involving multi-valued mappings (to appear).

    Google Scholar 

  19. J.P. PENOT: Sous-différentiels de fonctions numériques non convexes. C.R. Acad. Sci. Paris 278 (1974), 1553–1555.

    Google Scholar 

  20. J.P. PENOT: Calcul sous-différentiel et optimisation. J. Funct. Anal. 27 (2) (1978) 248–287.

    Google Scholar 

  21. J.P. PENOT: Inversion à droite d'applications non linéaires. Applications. C.R. Acad. Sc. Paris 290 A (1980) (to appear).

    Google Scholar 

  22. J.P. PENOT: On regularity conditions in mathematical programming. (to appear).

    Google Scholar 

  23. J. REIF:(P)-sets, quasipolyhedra and stability. Comm. Math. Univ. Carol. 20 (4) (1979) 757–763.

    Google Scholar 

  24. S.M. ROBINSON: Normed convex processes, Trans. Amer. Math. Soc. 174 (1972) pp. 127–140.

    Google Scholar 

  25. S.M. ROBINSON: Stability theory for systems of inequalities, part II: differentiable nonlinear systems, SIAM J. Num. Anal. 13 (4) (1976), pp.497–513.

    Google Scholar 

  26. S.M. ROBINSON: Regularity and stability for convex multivalued functions. Math. of Operations Research 1 (1976) pp.130–143.

    Google Scholar 

  27. R.T. ROCKAFELLAR: Convex analysis. Princeton Univ. Press, Princeton (1970).

    Google Scholar 

  28. C. URSESCU: Multifunctions with convex closed graph. Czech. Math. J. 25 (1975), 438–441.

    Google Scholar 

  29. M. VALADIER: Sous-différentiabilité de fonctions convexes à valeurs dans un espace vectoriel ordonné. Math. Scand. 30 (1972) 65–74.

    Google Scholar 

  30. E.H. ZARANTONELLO: Projection on convex sets and spectral theory, in "Contributions to Nonlinear Functional Analysis", E.H. Zarantonello ed., Academic Press, New-York, 1971, pp.237–424.

    Google Scholar 

  31. J. ZOWE: Sandwich theorems for convex operators with values in an ordered vector space, J. Math. Anal. Appl. 66 (2) (1978) 282–296.

    Google Scholar 

  32. J. ZOWE, S. KURCYUSZ: Regularity and stability for the mathematical programming problem in Banach spaces. Appl. Math. Optim. 5 (1979), 49–62.

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Editor information

Alfred Auslender Werner Oettli Josef Stoer

Rights and permissions

Reprints and permissions

Copyright information

© 1981 Springer-Verlag

About this paper

Cite this paper

Penot, JP. (1981). On the existence of Lagrange multipliers in nonlinear programming in Banach spaces. In: Auslender, A., Oettli, W., Stoer, J. (eds) Optimization and Optimal Control. Lecture Notes in Control and Information Sciences, vol 30. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0004508

Download citation

  • DOI: https://doi.org/10.1007/BFb0004508

  • Published:

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-10627-2

  • Online ISBN: 978-3-540-38591-2

  • eBook Packages: Springer Book Archive

Publish with us

Policies and ethics