Characterization of optimality in convex programming without a constraint qualification |
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| Authors: | A Ben-Tal A Ben-Israel S Zlobec |
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| Institution: | (1) Department of Computer Science, Technion-Israel Institute of Technology, Haifa, Israel;(2) Department of Mathematics, University of Delaware, Newark, Delaware;(3) Department of Mathematics, McGill University, Montreal, Quebec, Canada |
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| Abstract: | Necessary and sufficient conditions of optimality are given for convex programming problems with no constraint qualification. The optimality conditions are stated in terms of consistency or inconsistency of a family of systems of linear inequalities and cone relations.This research was supported by Project No. NR-047-021, ONR Contract No. N00014-67-A-0126-0009 with the Center for Cybernetics Studies, The University of Texas; by NSF Grant No. ENG-76-10260 at Northwestern University; and by the National Research Council of Canada. |
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| Keywords: | Convex programming constraint qualification optimization theorems |
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