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A generalization of multiplier rules for infinite-dimensional optimization problems

2020/01/21 by Hasan Yılmaz, Yilmaz, Hasan
Computer Science · Mathematics · Engineering · #Optimization and Variational Analysis #Advanced Optimization Algorithms Research #Optimization and Packing Problems

paper · pdf · doi:10.48550/arxiv.2001.07480

Abstract

We provide a generalization of first-order necessary conditions of optimality for infinite-dimensional optimization problems with a finite number of inequality constraints and with a finite number of inequality and equality constraints. Our assumptions on the differentiability of the functions are weaker than those of existing results.

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