Using the variational analysis technique, in terms of the epi-coderivative, we provide Lagrange multiplier rules for a class of semi-infinite optimization problems where all functions are lower semicontinuous or locally Lipschitz.
Xi Yin Zheng, Xiaoqi Yang, (2007) Lagrange Multipliers in Nonsmooth Semi-Infinite Optimization Problems. Mathematics of Operations Research 32(1):168-181.
INFORMS site uses cookies to store information on your computer. Some are essential to make our site work; Others help us improve the user experience. By using this site, you consent to the placement of these cookies. Please read our Privacy Statement to learn more.