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Geometry of optimality conditions and constraint qualifications: The convex case
Authors:Henry Wolkowicz
Institution:(1) Department of Mathematics, The University of Alberta, Edmonton, Alta., Canada
Abstract:The cones of directions of constancy are used to derive: new as well as known optimality conditions; weakest constraint qualifications; and regularization techniques, for the convex programming problem. In addition, the ldquobadly behaved setrdquo of constraints, i.e. the set of constraints which causes problems in the Kuhn—Tucker theory, is isolated and a computational procedure for checking whether a feasible point is regular or not is presented.This research was supported by the National Research Council of Canada and le Gouvernement du Quebec and is part of the author's Ph.D. Dissertation done at McGill University, Montreal, Que., under the guidance of Professor S. Zlobec.
Keywords:Convex Programming  Characterizations of Optimality  Constraint Qualification  Regularization  Subgradients  Faithfully Convex  Directions of Constancy
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