Optimality Conditions for Irregular Inequality-Constrained Problems

Abstract. We consider feasible sets given by conic constraints, where the cone defining the constraints is convex with nonempty interior. We study the case where the feasible set is not assumed to be regular in the classical sense of Robinson and obtain a constructive description of the tangent cone under a certain new second-order regularity condition. This condition contains classical regularity as a special case, while being weaker when constraints are twice differentiable. Assuming that the cone defining the constraints is finitely generated, we also derive a special form of primal-dual optimality conditions for the corresponding constrained optimization problem. Our results subsume optimality conditions for both the classical regular and second-order regular cases, while still being meaningful in the more general setting in the sense that the multiplier associated with the objective function is nonzero. Key words. tangent cone, regularity, constraint qualification, optimality cond...

• Type: Journal
• Year: 2002
• Where: SIAMCO
• Authors: Alexey F. Izmailov, Mikhail V. Solodov
• Keywords: Optimality Conditions, Primal-dual Optimality Conditions, SIAMCO 2002, Tangent Cone