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The lagrange multiplier set and the generalized gradient set of the marginal function of a differentiable program in a Banach space
Authors:J. C. Pomerol
Affiliation:(1) Laboratory of Econometrics, University P. and M. Curie, Paris, France
Abstract:We prove that, under the usual constraint qualification and a stability assumption, the generalized gradient set of the marginal function of a differentiable program in a Banach space contains the Lagrange multiplier set. From there, we deduce a sufficient condition in order that, in finite-dimensional spaces, the Lagrange multiplier set be equal to the generalized gradient set of the marginal function.The author wishes to thank J. B. Hiriart-Urruty for many helpful suggestions during the preparation of this paper. He also wishes to express his appreciation to the referees for their many valuable comments.
Keywords:Differentiable programming  marginal functions  Lagrange multipliers  generalized gradients
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