Convex interior mapping theorems for continuous nonsmooth functions and optimization. (English) Zbl 1107.90446
Summary: We present a convex interior mapping theorem for (not necessarily locally Lipschitz) continuous maps by using unbounded approximate Jacobians. As an application we derive a general Lagrange multiplier rule for a constrained optimization problem involving both equality and biequality constraints, and continuous functions.
MSC:
90C30 | Nonlinear programming |
90C46 | Optimality conditions and duality in mathematical programming |
49J52 | Nonsmooth analysis |