SIAM Journal on Control and Optimization, Vol.42, No.6, 1994-2003, 2004
Surrogate programming and multipliers in quasi-convex programming
A result due to Luenberger on the existence of multipliers in a quasi-convex programming problem is extended to the case of constraints given by an arbitrary convex cone under a constraint qualification condition more general than Slater's condition. The existence of solutions is not assumed. We point out links with even convexity in the sense of Fenchel and quasi subdifferentiability in the sense of Greenberg-Pierskalla, and we observe that the couples of primal-dual optimal solutions reduce to saddle-points of a suitable Lagrangian function.
Keywords:even convexity;Lagrangian;multipliers;qualification conditions;quasi-convex functions;surrogate programming