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Geometry of optimality conditions and constraint qualifications: The convex case

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Abstract

The cones of directions of constancy are used to derive: new as well as known optimality conditions; weakest constraint qualifications; and regularization techniques, for the convex programming problem. In addition, the “badly behaved set” of constraints, i.e. the set of constraints which causes problems in the Kuhn—Tucker theory, is isolated and a computational procedure for checking whether a feasible point is regular or not is presented.

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Authors and Affiliations

  1. Department of Mathematics, The University of Alberta, Edmonton, Alta., Canada

    Henry Wolkowicz

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  1. Henry Wolkowicz
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Additional information

This research was supported by the National Research Council of Canada and le Gouvernement du Quebec and is part of the author's Ph.D. Dissertation done at McGill University, Montreal, Que., under the guidance of Professor S. Zlobec.

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Wolkowicz, H. Geometry of optimality conditions and constraint qualifications: The convex case. Mathematical Programming 19, 32–60 (1980). https://doi.org/10.1007/BF01581627

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  • DOI: https://doi.org/10.1007/BF01581627

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