On the multiplier rules
Optimization and Control
2014-09-09 v1
Abstract
We establish new results of first-order necessary conditions of optimality for finite-dimensional problems with inequality constraints and for problems with equality and inequality constraints, in the form of John's theorem and in the form of Karush-Kuhn-Tucker's theorem. In comparison with existing results we weaken assumptions of continuity and of differentiability.
Cite
@article{arxiv.1409.2087,
title = {On the multiplier rules},
author = {Joël Blot},
journal= {arXiv preprint arXiv:1409.2087},
year = {2014}
}
Comments
9 pages