General constraint qualifications in nondifferentiable programming

General constraint qualifications in nondifferentiable programming

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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: ,
Abstract:

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.

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