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arXiv · 1804.06214

Intrinsic formulation of KKT conditions and constraint qualifications on smooth manifolds

Ronny Bergmann·Roland Herzog
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Abstract

Karush-Kuhn-Tucker (KKT) conditions for equality and inequality constrained optimization problems on smooth manifolds are formulated. Under the Guignard constraint qualification, local minimizers are shown to admit Lagrange multipliers. The linear independence, Mangasarian-Fromovitz, and Abadie constraint qualifications are also formulated, and the chain "LICQ implies MFCQ implies ACQ implies GCQ" is proved. Moreover, classical connections between these constraint qualifications and the set of Lagrange multipliers are established, which parallel the results in Euclidean space. The constrained Riemannian center of mass on the sphere serves as an illustrating numerical example.

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Ronny Bergmann, Roland Herzog. 2018-04-17. Intrinsic formulation of KKT conditions and constraint qualifications on smooth manifolds. https://doi.org/10.1137/18m1181602

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