Constraint qualification in a general class of Lipschitzian mathematical programming problems

Constraint qualification in a general class of Lipschitzian mathematical programming problems

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Article ID: iaor20083426
Country: Netherlands
Volume: 38
Issue: 4
Start Page Number: 625
End Page Number: 635
Publication Date: Aug 2007
Journal: Journal of Global Optimization
Authors: ,
Abstract:

The Karush–Kuhn–Tucker type necessary optimality conditions are given for the problem of minimizing the sum of a differentiable function and a locally Lipschitzian function subject to a set of differentiable nonlinear inequalities on a convex subset C of ℝn, under the condition of a generalized Karush–Kuhn–Tucker constraint qualification or a generalized Arrow–Hurwicz–Uzawa constraint qualification. The case when the set C is open is shown to be a special one of our results, which helps us to improve some of the existing results in the literature. To finish we consider several test problems.

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