ON PROGRAMMING WHEN THE POSITIVE CONE HAS AN EMPTY INTERIOR

被引：11

作者：

DEARAUJO, AP ^{[1
]}

MONTEIRO, PK ^{[1
]}

机构：

[1] UNIV FED RIO DE JANEIRO,DEPT MATH,RIO DE JANEIRO,BRAZIL

来源：

JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS | 1990年 / 67卷 / 02期

关键词：

Convex programming; Lagrange multipliers; positive cones; subdifferentiability;

D O I：

10.1007/BF00940482

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

In this note, we present a condition which is equivalent to the existence of the Lagrange multiplier for the general convex programming problem. This condition enables one to study a hypothesis distinct from the one of nonempty interior of the positive cone of the space of restrictions that is commonly used. Simple examples of this condition are given. We also explore the relationship of this condition with the subdifferentiability of the primal functional. © 1990 Plenum Publishing Corporation.

引用

页码：395 / 410

页数：16

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