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A generalized karush-kuhn-tucki optimality condition without constraint qualification using tl approximate subdifferential
Authors:B. M. Glover  B. D. Craven  S. D. Flam
Affiliation:1. Ballarat University College, School of Mathematics , Ballarat, Victoria, 3350, Australia;2. Department of Mathematics , University of Melbourne , Parkville, Victoria, 3052, Australia;3. University of Bergen , Bergen, 5008, Norway
Abstract:A generalized Karush-Kuhn-Tucker first order optimality condition is established for an abstract cone-constrained programming problem involving locally Lipschitz functions using the approximate subdifferential. This result is obtained without recourse to a constraint qualification by imposing additional generalized convexity conditions on the constraint functions. A new Fritz John optimality condition is developed as a precursor to the main result. Several examples are provided to illustrate the results along with a discussion of applications to concave minimization problems and to stochastic programming problems with nonsmooth data.
Keywords:Karush-Kuhn-Tucker Optimality Conditions  Non-smooth Analysis  Nondifferentiable Programming  Fritz John Optimality Conditions  Concave Minimization  Stochastic Programming  AMS (1991) Subject Classification: 90C30  49J52  26E20
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