On the multiplier rules

Joël Blot (1)

1 SAMM - Statistique, Analyse et Modélisation Multidisciplinaire (SAmos-Marin Mersenne)

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.

Mots clés: multiplier rule; Karush-Kuhn-Tucker theorem

Domaines: Optimisation et contrôle [math.OC]

Joël Blot. On the multiplier rules. 2014. ⟨hal-01061236⟩