Lagrange Multipliers and Calmness Conditions of Order p

Authors:
X. Q. Yang;Z. Q. Meng
Affiliations:
Department of Applied Mathematics, The Hong Kong Polytechnic University, Hong Kong, China;College of Business and Administration, Zhejiang University of Technology, Zhejiang, China
Venue:
Mathematics of Operations Research
Year:
2007

Citing 7
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Abstract

In this paper, by assuming that a non-Lipschitz penalty function is exact, new conditions for the existence of Lagrange multipliers are established for an inequality and equality-constrained continuously differentiable optimization problem. This is done by virtue of a first-order necessary optimality condition of the penalty problem, which is obtained by estimating Dini upper-directional derivatives of the penalty function in terms of Taylor expansions, and a Farkas lemma. Relations among the obtained results and some well-known constraint qualifications are discussed.