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arxiv: 1810.11617 · v1 · pith:KMJKWO54new · submitted 2018-10-27 · 🧮 math.OC

Metric regularity under G\^ateaux differentiability with applications to optimization and stochastic optimal control problems

classification 🧮 math.OC
keywords underassumptionateauxdifferentiabilityexistencelagrangemainmultipliers
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The main objective of this work is to study the existence of Lagrange multipliers for infinite dimensional problems under G\^ateux differentiability assumptions on the data. Our investigation follows two main steps: the proof of the existence of Lagrange multipliers under a calmness assumption on the constraints and the study of sufficient conditions, which only use the G\^ateaux derivative of the function defining the constraint, that ensure this assumption.

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