In this paper, we carry on the analysis (introduced in [4] and developed in [2,7]) of optimality conditions for extremum problems having infinite-dimensional image, in the case of unilateral constraints. This is done by associating to the feasible set a special multifunction. It turns out that the classic Lagrangian multiplier functions can be factorized into a constant term and a variable one; the former is the gradient of a separating hyperplane as introduced in [4,5]; the latter plays the role of selector of the above multifunction. Finally, the need of enlarging the class of Lagrangian multiplier functions is discussed.
Giannessi, F., Mastroeni, G., Uderzo, A. (2004). On necessary conditions for infinite-dimensional extremum problems. JOURNAL OF GLOBAL OPTIMIZATION, 28(3-4), 319-337 [10.1023/B:JOGO.0000026452.32070.99].
On necessary conditions for infinite-dimensional extremum problems
UDERZO, AMOS
2004
Abstract
In this paper, we carry on the analysis (introduced in [4] and developed in [2,7]) of optimality conditions for extremum problems having infinite-dimensional image, in the case of unilateral constraints. This is done by associating to the feasible set a special multifunction. It turns out that the classic Lagrangian multiplier functions can be factorized into a constant term and a variable one; the former is the gradient of a separating hyperplane as introduced in [4,5]; the latter plays the role of selector of the above multifunction. Finally, the need of enlarging the class of Lagrangian multiplier functions is discussed.I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.