Abstract
In non-regular problems the classical optimality conditions are totally inapplicable. Meaningful results were obtained for problems with conic constraints by Izmailov and Solodov (SIAM J Control Optim 40(4):1280-1295, 2001). They are based on the so-called 2-regularity condition of the constraints at a feasible point. It is well known that generalized convexity notions play a very important role in optimization for establishing optimality conditions. In this paper we give the concept of Karush-Kuhn-Tucker point to rewrite the necessary optimality condition given in Izmailov and Solodov (SIAM J Control Optim 40(4):1280-1295, 2001) and the appropriate generalized convexity notions to show that the optimality condition is both necessary and sufficient to characterize optimal solutions set for non-regular problems with conic constraints. The results that exist in the literature up to now, even for the regular case, are particular instances of the ones presented here.
| Original language | English |
|---|---|
| Pages (from-to) | 649-662 |
| Number of pages | 14 |
| Journal | Journal of Global Optimization |
| Volume | 57 |
| Issue number | 3 |
| DOIs | |
| State | Published - Nov 2013 |
| Externally published | Yes |
Keywords
- Constraints qualifications
- Generalized convexity
- Optimality conditions
- Regularity
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