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A Unified Approach for Constrained Extremum Problems: Image Space Analysis
Authors:J. Li  S. Q. Feng  Z. Zhang
Affiliation:1. College of Mathematics and Information, China West Normal University, Nanchong, Sichuan, 637009, China
Abstract:In this paper, by exploiting the image space analysis we investigate a class of constrained extremum problems, the constraining function of which is set-valued. We show that a (regular) linear separation in the image space is equivalent to the existence of saddle points of Lagrangian and generalized Lagrangian functions and we also give Lagrangian type optimality conditions for the class of constrained extremum problems under suitable generalized convexity and compactness assumptions. Moreover, we consider an exact penalty problem for the class of constrained extremum problems and prove that it is equivalent to the existence of a regular linear separation under suitable generalized convexity and compactness assumptions.
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