A Guided Tour in Constraint Qualifications for Nonlinear Programming under Differentiability Assumptions

Giorgio Giorgio ()
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Giorgio Giorgio: Department of Economics and Management, University of Pavia

No 160, DEM Working Papers Series from University of Pavia, Department of Economics and Management

Abstract: It is well-known that the celebrated Kuhn-Tucker or Karush-Kuhn-Tucker necessary optimality conditions hold at a local solution point of a nonlinear programming problem if some regularity conditions, usually called "constraint qualifcations", are satisfied. In the present paper we give an up-to-date overview of several constraint quali?cations proposed in the literature for a nonlinear programming problem, under differentiability assumptions. In particular, we point out the various implications existing among the constraint qualifications considered. For the reader's convenience we shall consider separately the case of inequality constraints only and the case of mixed equality and inequality constraints. Some remarks on second-order constraint qualifications are made and some historical notes on this subject are given.

Keywords: Sensitivity analysis; stability analysis; nonlinear programming; linear programming; variational inequalities. (search for similar items in EconPapers)
Pages: 54 pages
Date: 2018-06
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Citations: View citations in EconPapers (2)

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