Constant rank constraint qualifications: a geometric introduction
Roberto Andreani(Roberto Andreani
Abstract: Constraint qualifications (CQ) are assumptions on the algebraic description of the feasible set of an optimization problem that ensure that the KKT conditions hold at any local minimum. In this work we show that constraint qualifications based on the notion of constant rank can be understood as assumptions that ensure that the polar of the linear approximation of the tangent cone, generated by the active gradients, retains it geometric structure locally.
Keywords: constraint qualifications, KKT conditions, optimality conditions
Category 1: Nonlinear Optimization (Constrained Nonlinear Optimization )
Citation: University of Campinas, October, 2013.
Entry Submitted: 10/01/2013
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