Skip to main content

Necessary conditions for ε-optimality

  • Chapter
  • First Online:
Optimality and Stability in Mathematical Programming

Part of the book series: Mathematical Programming Studies ((MATHPROGRAMM,volume 19))

Abstract

This paper consists in a study of necessary conditions in mathematical programming with errors, by introducing the notion of regular approximate solutions up to ε. These solutions are ‘almost’ stationary and we obtain Kuhn-Tucker conditions up to ε with no constraint qualification. A duality result is given by using an ε-Lagrangian functional.

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. M. Bazaraa and C. Shetty, “Foundations of optimization”, in: Lecture notes in economics and mathematical systems 122 (Springer, Berlin, 1976).

    Google Scholar 

  2. F. Clarke, “A new approach to Lagrange multipliers”, Mathematics of Operations Research 1 (1976) 165–174.

    Article  MATH  MathSciNet  Google Scholar 

  3. H. Everett, “Generalized Lagrange multiplier method for solving problems of optimum allocation of resources”, Operations Research 11 (1963) 399–417.

    Article  MATH  MathSciNet  Google Scholar 

  4. I. Ekeland, “On the variational principle”, Journal of Mathematical Analysis and Applications 47 (1974) 324–353.

    Article  MATH  MathSciNet  Google Scholar 

  5. I. Ekeland and R. Temam, Analyse convexe et problèmes variationnels (Dunod, Paris, 1974).

    MATH  Google Scholar 

  6. A. Fiacco and G. McCormick, Nonlinear programming (Wiley, New York, 1968).

    MATH  Google Scholar 

  7. P. Loridan, “Solutions approchées de problèmes d’optimisation”, Communication au Colloque d’Analyse Numérique, Imbours (1977).

    Google Scholar 

  8. P. Loridan, “Conditions de Kuhn et Tucker à ε près pour des solutions approchées de problèmes d’optimisation avec contraintes”, Comptes rendus Académie des Sciences de Paris 285 (1977) 449–450.

    MATH  MathSciNet  Google Scholar 

  9. R. Mifflin, “Semismooth and semiconvex functions in constrained optimization”, SIAM Journal on Control and Optimization 15 (1977) 959–972.

    Article  MATH  MathSciNet  Google Scholar 

  10. J. Zang, E. Choo and M. Avriel, “On functions whose stationary points are global minima”, Journal of Optimization Theory and Applications 22 (1977) 195–208.

    Article  MATH  MathSciNet  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Editor information

Monique Guignard

Rights and permissions

Reprints and permissions

Copyright information

© 1982 The Mathematical Programming Society, Inc.

About this chapter

Cite this chapter

Loridan, P. (1982). Necessary conditions for ε-optimality. In: Guignard, M. (eds) Optimality and Stability in Mathematical Programming. Mathematical Programming Studies, vol 19. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0120986

Download citation

  • DOI: https://doi.org/10.1007/BFb0120986

  • Received:

  • Revised:

  • Published:

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-642-00849-8

  • Online ISBN: 978-3-642-00850-4

  • eBook Packages: Springer Book Archive

Publish with us

Policies and ethics