论文信息 - A NECESSARY AND SUFFICIENT QUALIFICATION FOR CONSTRAINED OPTIMIZATION

A NECESSARY AND SUFFICIENT QUALIFICATION FOR CONSTRAINED OPTIMIZATION

A weak qualification is given which insures that a broad class of constrained optimization problems satisfies the analogue of the Kuhn–Tucker conditions at optimality. The qualification is shown to be necessary and sufficient for these conditions to be valid for any objective function which is differentiable at the optimum.

F. J. Gould | J. Tolle

[1] W. Fenchel. Convex cones, sets, and functions , 1953 .

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

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

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

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

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

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

[8] Adi Ben-Israel. Linear equations and inequalities on finite dimensional, real or complex, vector spaces: A unified theory☆ , 1969 .