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Characterization of optimality for the abstract convex program with finite dimensional range

  • Jon M. Borwein (a1) (a2)
Abstract
Abstract

This paper presents characterizations of optimality for the abstract convex program

when S is an arbitrary convex cone in a finite dimensional space, Ω is a convex set and p and g are respectively convex and S-convex (on Ω). These characterizations, which include a Lagrange multiplier theorem and do not presume any a priori constraint qualification, subsume those presently in the literature.

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Journal of the Australian Mathematical Society
  • ISSN: 1446-7887
  • EISSN: 1446-8107
  • URL: /core/journals/journal-of-the-australian-mathematical-society
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