Sufficient conditions for the existence of multipliers and Lagrangian duality in abstract optimization problems |
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Authors: | E. V. Tamminen |
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Affiliation: | (1) Laboratory of Electrical and Automation Engineering, Technical Research Center of Finland, Espoo, Finland |
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Abstract: | We consider the following optimization problem: in an abstract setX, find and elementx that minimizes a real functionf subject to the constraintsg(x)0 andh(x)=0, whereg andh are functions fromX into normed vector spaces. Assumptions concerning an overall convex structure for the problem in the image space, the existence of interior points in certain sets, and the normality of the constraints are formulated. A theorem of the alternative is proved for systems of equalities and inequalities, and an intrinsic multiplier rule and a Lagrangian saddle-point theorem (strong duality theorem) are obtained as consequences. |
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Keywords: | Lagrange multipliers Kuhn-Tucker theorem duality theory theorems of the alternative inequality and equality constraints |
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