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KKT conditions for weak compact convex sets,theorems of the alternative,and optimality conditions
Authors:Zili Wu
Institution:Department of Mathematical Sciences, Xi?an Jiaotong-Liverpool University, 111 Ren Ai Road, Dushu Lake Higher Education Town, Suzhou Industrial Park, Suzhou, Jiangsu, 215123, China
Abstract:We present several equivalent conditions for the Karush–Kuhn–Tucker conditions for weak? compact convex sets. Using them, we extend several existing theorems of the alternative in terms of weak? compact convex sets. Such extensions allow us to express the KKT conditions and hence necessary optimality conditions for more general nonsmooth optimization problems with inequality and equality constraints. Furthermore, several new equivalent optimality conditions for optimization problems with inequality constraints are obtained.
Keywords:Support functions  Theorems of the alternative  KKT conditions  Optimality conditions  Subdifferentials
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