Header menu link for other important links
X
Optimality conditions in convex optimization revisited
, C.S. Lalitha
Published in Springer Verlag
2013
Volume: 7
   
Issue: 2
Pages: 221 - 229
Abstract
The phrase convex optimization refers to the minimization of a convex function over a convex set. However the feasible convex set need not be always described by convex inequalities. In this article we consider a convex feasible set which is described by inequality constraints that are locally Lipschitz and not necessarily convex or differentiable. We show that if the Slater constraint qualification and a simple non-degeneracy condition is satisfied then the Karush-Kuhn-Tucker type optimality condition is both necessary and sufficient. © 2011 Springer-Verlag.
About the journal
JournalData powered by TypesetOptimization Letters
PublisherData powered by TypesetSpringer Verlag
ISSN18624472