Rank theorem in infinite dimension and lagrange multipliers
Optimization and Control
2018-01-31 v2
Abstract
We use an extension to the infinite dimension of the rank theorem of the differential calculus to establish a Karush-Huhn-Tucker theorem for optimization problems in Banach spaces. We provide an application to variational problems on bounded processus under equality constraints.
Keywords
Cite
@article{arxiv.1710.02054,
title = {Rank theorem in infinite dimension and lagrange multipliers},
author = {Joël Blot},
journal= {arXiv preprint arXiv:1710.02054},
year = {2018}
}