화학공학소재연구정보센터
SIAM Journal on Control and Optimization, Vol.37, No.5, 1313-1329, 1999
Lagrange multipliers for nonconvex generalized gradients with equality, inequality, and set constraints
A Lagrange multiplier rule for finite dimensional Lipschitz problems that uses a nonconvex generalized gradient is proven. This result uses either both the linear generalized gradient and the generalized gradient of Mordukhovich or the linear generalized gradient and a qualification condition involving the pseudo-Lipschitz behavior of the feasible set under perturbations. The optimization problem includes equality constraints, inequality constraints, and a set constraint. This result extends known nonsmooth results for the Lipschitz case.