Lagrange Multipliers in locally convex spaces

Fuente: arXiv
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Main Authors: Bachir, Mohammed, Blot, Joel
Format: Preprint
Published: 2023
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author Bachir, Mohammed
Blot, Joel
author_facet Bachir, Mohammed
Blot, Joel
contents We give a general Lagrange multiplier rule for mathematical programming problems in a Hausdorff locally convex space. We consider infinitely many inequality and equality constraints. Our results gives in particular a generalisation of the result of J. Jahn in \cite{Ja}, replacing Fréchet-differentiability assumptions on the functions by the Gateaux-differentiability. Moreover, the closed convex cone with a nonempty interior in the constraints is replaced by a strictly general class of closed subsets introduced in the paper and called {\it ``admissible sets"}. Examples illustrating our results are given.
format Preprint
id arxiv_https___arxiv_org_abs_2305_06736
institution arXiv
publishDate 2023
record_format arxiv
spellingShingle Lagrange Multipliers in locally convex spaces
Bachir, Mohammed
Blot, Joel
Optimization and Control
Functional Analysis
Primary 46N10, 49J50, Secondary 46G05
We give a general Lagrange multiplier rule for mathematical programming problems in a Hausdorff locally convex space. We consider infinitely many inequality and equality constraints. Our results gives in particular a generalisation of the result of J. Jahn in \cite{Ja}, replacing Fréchet-differentiability assumptions on the functions by the Gateaux-differentiability. Moreover, the closed convex cone with a nonempty interior in the constraints is replaced by a strictly general class of closed subsets introduced in the paper and called {\it ``admissible sets"}. Examples illustrating our results are given.
title Lagrange Multipliers in locally convex spaces
topic Optimization and Control
Functional Analysis
Primary 46N10, 49J50, Secondary 46G05
url https://arxiv.org/abs/2305.06736