Titlebook: Optimality and Stability in Mathematical Programming; Monique Guignard Book 1982Latest edition Springer-Verlag Berlin Heidelberg 1982 Math

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Differential properties of the marginal function in mathematical programming, for the marginal function of the mathematical program neither assumed convex in its variables or in its parameters. This study generalizes some previously published results on this subject for the special case of right-hand side parameters or perturbations.

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Sufficient conditions for a globally exact penalty function without convexity,r a sufficiently large, but finite, penalty parameter. A lower bound on the penalty parameter is provided in terms of the Kuhn-Tucker Lagrangian multipliers and lower bounds on the functions involved.

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Optimality and Stability in Mathematical Programming978-3-642-00850-4Series ISSN 0303-3929 Series E-ISSN 2364-8201

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