Sufficiency Condition for KKT Points in Non-smooth Analysis

S R Pattanaik

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arXiv · 1402.0293

Sufficiency Condition for KKT Points in Non-smooth Analysis

S R Pattanaik

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Abstract

In this article we consider a convex feasible set described by inequality constraints that are continuous and not necessarily Lipschitz or convex. We show that if the Slater constraint qualification and a non-degeneracy condition are satisfied, then the Karush-Kuhn-Tucker type optimality condition is both necessary and sufficient. In this way we extend previous results which are proved for Lipschitz and differentiable inequalities.

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BibTeX RIS

S R Pattanaik. 2014-02-03. Sufficiency Condition for KKT Points in Non-smooth Analysis. https://arxiv.org/abs/1402.0293

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