Thumbnail - Request a copy

Further properties of Lagrange multipliers in nonsmooth optimization

Aubin, Jean-Pierre (1980), Further properties of Lagrange multipliers in nonsmooth optimization, Applied Mathematics and Optimization, 6, 1, p. 79-90. http://dx.doi.org/10.1007/BF01442884

Type
Article accepté pour publication ou publié
Date
1980
Journal name
Applied Mathematics and Optimization
Volume
6
Number
1
Publisher
Springer
Pages
79-90
Publication identifier
Metadata
Show full item record
Author(s)
Aubin, Jean-Pierre
Abstract (EN)
We compute the Clarke generalized gradient of the marginal function of a nonconvex optimization problem with respect to usual and non usual parameters and we show how Lagrange multipliers are involved in this formula.
Subjects / Keywords
nonconvex optimization problem