A Characterization of the Lagrange-Karush-Kuhn-Tucker Property

  • Dominique Azé
    • Categories Convex and Nonsmooth Optimization, Nonlinear Optimization Tags , , Short URL: https://optimization-online.org/?p=13197

    In this note, we revisit the classical first order necessary condition in mathematical programming in infinite dimension. We show that existence of Lagrange-Karush-Kuhn-Tucker multipliers is equivalent to the existence of an error bound for the constraint set, and is also equivalent to a generalized Abadie's qualification condition. These results extend widely previous one like by removing convexity type assumptions on the data.

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    Institut de Mathématiques de Toulouse, December 2014

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