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Nonlinear Programming via König’s Maximum Theorem

P. Montiel López () and M. Ruiz Galán ()
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P. Montiel López: University of Granada
M. Ruiz Galán: University of Granada

Journal of Optimization Theory and Applications, 2016, vol. 170, issue 3, No 8, 838-852

Abstract: Abstract Starting from one extension of the Hahn–Banach theorem, the Mazur–Orlicz theorem, and a not very restrictive concept of convexity, that arises naturally in minimax theory, infsup-convexity, we derive an equivalent version of that fundamental result for finite dimensional spaces, which is a sharp generalization of König’s Maximum theorem. It implies several optimal statements of the Lagrange multipliers, Karush/Kuhn–Tucker, and Fritz John type for nonlinear programs with an objective function subject to both equality and inequality constraints.

Keywords: Nonlinear programming; Hahn–Banach theorem; Separation theorem; Lagrange multipliers; Karush/Kuhn–Tucker theorem; Fritz John theorem; Infsup-convexity; 90C30; 46A22; 90C46; 26B25 (search for similar items in EconPapers)
Date: 2016
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DOI: 10.1007/s10957-016-0959-1

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