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On Uniqueness of Lagrange Multipliers in Composite Optimization

✍ Scribed by Sien Deng

Publisher
Elsevier Science
Year
1996
Tongue
English
Weight
139 KB
Volume
201
Category
Article
ISSN
0022-247X

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✦ Synopsis

In this paper, we introduce a new constraint qualification for composite optimization problems. We show that this constraint qualification is a necessary and sufficient condition for the uniqueness of Lagrange multipliers. We also show that it is a natural extension of the strict Mangasarian᎐Fromovitz constraint qualification to the composite optimization setting.

📜 SIMILAR VOLUMES

On the structure of Lagrange multipliers
On the structure of Lagrange multipliers for state-constrained optimal control problems
✍ Maı̈tine Bergounioux; Karl Kunisch 📂 Article 📅 2003 🏛 Elsevier Science 🌐 English ⚖ 201 KB

## Nous dà edions cet article  a Jacques-Louis Lions, qui fut, non seulement un mathà ematicien exceptionnel mais aussi un homme dont les qualità es personnelles à egalaient les qualità es scientiÿques. Il nous restera le souvenir d'un homme attentif et courtois quelque soit son interlocuteur.