Kvalifikace omezení pro úlohy optimalizace s omezeními

Abstract

This work is devoted to the concepts of optimization problems with constraints, Karush-Kuhn-Tucker conditions, some qualifications of constraints and concepts related to them. The main part of the work is testing the qualification of constraints on suitable examples.

Description

Subject(s)

Constraint qualifications, optimization, Lagrange multipliers, Karush–Kuhn–Tucker conditions, tangent cone, normal cone, linearized cone, Guignard, Abadie, Mangasarian-Fromovitz, linear independence

Citation