Article ID: | iaor1991717 |
Country: | Netherlands |
Volume: | 47 |
Issue: | 3 |
Start Page Number: | 389 |
End Page Number: | 405 |
Publication Date: | Aug 1990 |
Journal: | Mathematical Programming (Series A) |
Authors: | Merkovsky R.R., Ward D.E. |
The authors show that a familiar constraint qualification of differentiable programming has ‘nonsmooth’ counterparts. As a result, necessary optimality conditions of Kuhn-Tucker type can be established for inequality-constrained mathematical programs involving functions not assumed to be differentiable, convex, or locally Lipschitzian. These optimality conditions reduce to the usual Karush-Kuhn-Tucker conditions in the differentiable case and sharpen previous results in the locally Lipschitzian case.