KKT conditions for weak* compact convex sets, theorems of the alternative, and optimality conditions

Zili Wu*

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

Abstract

We present several equivalent conditions for the Karush-Kuhn-Tucker conditions for weak* compact convex sets. Using them, we extend several existing theorems of the alternative in terms of weak* compact convex sets. Such extensions allow us to express the KKT conditions and hence necessary optimality conditions for more general nonsmooth optimization problems with inequality and equality constraints. Furthermore, several new equivalent optimality conditions for optimization problems with inequality constraints are obtained.

Original languageEnglish
Pages (from-to)693-712
Number of pages20
JournalJournal of Functional Analysis
Volume266
Issue number2
DOIs
Publication statusPublished - 15 Jan 2014

Keywords

  • KKT conditions
  • Optimality conditions
  • Subdifferentials
  • Support functions
  • Theorems of the alternative

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