Metric regularity under G\^ateaux differentiability with applications to optimization and stochastic optimal control problems
Optimization and Control
2018-10-30 v1
Abstract
The main objective of this work is to study the existence of Lagrange multipliers for infinite dimensional problems under G\^ateux 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 G\^ateaux derivative of the function defining the constraint, that ensure this assumption.
Cite
@article{arxiv.1810.11617,
title = {Metric regularity under G\^ateaux differentiability with applications to optimization and stochastic optimal control problems},
author = {Abderrahim Jourani and Francisco J. Silva},
journal= {arXiv preprint arXiv:1810.11617},
year = {2018}
}
Comments
24 pages, 1 figure