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Nonlinear programming without differentiability in banach spaces: necessary and sufficient constraint qualification
Authors:MS Bazaraa  CM Shetty  JJ Goode  MZ Nashed
Institution:1. School of Industrial and Systems Engineering , Georgia institute of Technology , Atlanta , Georgia , U.S.A.;2. School of Mathematics , Georgia Institute of Technology , Atlanta , Georgia , U.S.A.;3. Mathematics Research Center , University of Wisconsin , Madison , Wisconsin , 53706 , U.S.A.
Abstract:The problem under consideration is a maximization problem over a constraint set defined by a finite number of inequality and equality constraints over an arbitrary set in a reflexive Banach space. A generalization of the Kuhn-Tucker necessary conditions is developed where neither the objective function nor the constraint functions are required to be differentiable. A new constraint qualification is imposed in order to validate the optimality criteria. It is shown that this qualification is the weakest possible in the sense that it is necessary for the optimality criteria to hold at the point under investigation for all families of objective functions having a constrained local maximum at this point
Keywords:15A18  30D10
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