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Nonlinear Programming via König’s Maximum Theorem

Author

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  • P. Montiel López

    (University of Granada)

  • M. Ruiz Galán

    (University of Granada)

Abstract

Starting from one extension of the Hahn–Banach theorem, the Mazur–Orlicz theorem, and a not very restrictive concept of convexity, that arises naturally in minimax theory, infsup-convexity, we derive an equivalent version of that fundamental result for finite dimensional spaces, which is a sharp generalization of König’s Maximum theorem. It implies several optimal statements of the Lagrange multipliers, Karush/Kuhn–Tucker, and Fritz John type for nonlinear programs with an objective function subject to both equality and inequality constraints.

Suggested Citation

  • P. Montiel López & M. Ruiz Galán, 2016. "Nonlinear Programming via König’s Maximum Theorem," Journal of Optimization Theory and Applications, Springer, vol. 170(3), pages 838-852, September.
  • Handle: RePEc:spr:joptap:v:170:y:2016:i:3:d:10.1007_s10957-016-0959-1
    DOI: 10.1007/s10957-016-0959-1
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    References listed on IDEAS

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