2018/10/27 by Abderrahim Jourani, Jourani, Abderrahim, Francisco J. Silva +1
Computer Science · Decision Sciences · Economics, Econometrics and Finance · Mathematics · #FOS: Mathematics #Optimization and Control (math.OC) #Optimization and Variational Analysis #Risk and Portfolio Optimization #Stochastic processes and financial applications #math.OC
paper · pdf · doi:10.48550/arxiv.1810.11617
24 pages, 1 figure
arxiv created 2018/10/27 · openalex publication_date 2018/10/27 · arxiv updated 2018/10/30 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
The main objective of this work is to study the existence of Lagrange multipliers for infinite dimensional problems under Gâteux differentiability assumptions on the data. Our investigation follows two main steps: the proof of the existence of Lagrange multipliers under a calmness assumption on the constraints and the study of sufficient conditions, which only use the Gâteaux derivative of the function defining the constraint, that ensure this assumption.