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A Necessary and Sufficient Qualification for Constrained Optimization
F. J. Gould and Jon W. Tolle
SIAM Journal on Applied Mathematics
Vol. 20, No. 2 (Mar., 1971), pp. 164-172
Published by: Society for Industrial and Applied Mathematics
Stable URL: http://www.jstor.org/stable/2099916
Page Count: 9
You can always find the topics here!Topics: Mathematical problems, Objective functions, Inequality constraints, Mathematical theorems, Local maximum, Mathematical inequalities, Necessary conditions for optimality, Constrained optimization, Mathematical functions, Economic theory
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A weak qualification is given which insures that a broad class of constrained optimization problems satisfies the analogue of the Kuhn-Tucker conditions at optimality. The qualification is shown to be necessary and sufficient for these conditions to be valid for any objective function which is differentiable at the optimum.
SIAM Journal on Applied Mathematics © 1971 Society for Industrial and Applied Mathematics