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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
Nom de la revue
Applied Mathematics and Optimization
Volume
6
Numéro
1
Éditeur
Springer
Pages
79-90
Identifiant publication
Métadonnées
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Auteur(s)
Aubin, Jean-Pierre
Résumé (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.
Mots-clés
nonconvex optimization problem