Geometry of optimality conditions and constraint qualifications

Certain types of necessary optimality conditions for mathematical programming problems are equivalent to corresponding regularity conditions on the constraint set. For any problem, a certain natural optimality condition, dependent upon the particular constraint set, is always satisfied. This condition can be strengthened in numerous ways by invoking appropriate regularity assumptions on the constraint set. Results are presented for Euclidean spaces and some extensions to Banach spaces are given.

[1]  Sanjo Zlobec,et al.  Asymptotic Kuhn–Tucker Conditions for Mathematical Programming Problems in a Banach Space , 1970 .

[2]  K. Schittkowski,et al.  NONLINEAR PROGRAMMING , 2022 .

[3]  M. Guignard Generalized Kuhn–Tucker Conditions for Mathematical Programming Problems in a Banach Space , 1969 .

[4]  Olvi L. Mangasarian,et al.  Nonlinear Programming , 1969 .

[5]  K. Ritter,et al.  Optimization theory in linear spaces , 1970 .

[6]  E. M. L. Beale,et al.  Nonlinear Programming: A Unified Approach. , 1970 .

[7]  Samuel Karlin,et al.  Matrix games, programming, and mathematical economics , 1959 .

[8]  Samuel Karlin,et al.  Mathematical Methods and Theory in Games, Programming, and Economics , 1961 .

[9]  Abraham Charnes,et al.  Management Models and Industrial Applications of Linear Programming , 1961 .

[10]  Klaus Ritter,et al.  Optimization theory in linear spaces. I , 1969 .

[11]  L. Hurwicz,et al.  Constraint Qualifications in Maximization Problems , 1961 .

[12]  David Gale The theory of linear economic models , 1960 .

[13]  E. M. L. Beale,et al.  Nonlinear and Dynamic Programming , 1965 .

[14]  F. J. Gould,et al.  A NECESSARY AND SUFFICIENT QUALIFICATION FOR CONSTRAINED OPTIMIZATION , 1971 .

[15]  W. Zangwill Nonlinear programming : a unified approach , 1972 .

[16]  Pravin Varaiya,et al.  Nonlinear Programming in Banach Space , 1967 .

[17]  O. Mangasarian,et al.  The Fritz John Necessary Optimality Conditions in the Presence of Equality and Inequality Constraints , 1967 .

[18]  J. Abadie ON THE KUHN-TUCKER THEOREM. , 1966 .

[19]  J. Neyman Second Berkeley Symposium on Mathematical Statistics and Probability , 1951 .

[20]  J. P. Evans On constraint qualifications in nonlinear programming , 1970 .

[21]  E. Polak,et al.  Constrained Minimization Problems in Finite-Dimensional Spaces , 1966 .