Skip to main content

The pth-Order Karush-Kuhn-Tucker Type Optimality Conditions for Nonregular Inequality Constrained Optimization Problems

  • Conference paper
  • First Online:
Optimization and Applications (OPTIMA 2023)

Abstract

In this paper, we present necessary and sufficient optimality conditions for optimization problems with inequality constraints in the finite dimensional spaces. We focus on the degenerate (nonregular) case when the classical constraint qualifications are not satisfied at a solution of the optimization problem. We present optimality conditions of the Karush-Kuhn-Tucker type under new regularity assumptions. To formulate the optimality conditions, we use the p-factor operator, which is the main construction of the p-regularity theory. The approach of p-regularity used in the paper can be applied to various degenerate nonlinear optimization problems due to its flexibility and generality.

This work was supported by the Russian Foundation for Basic Research, project No. 21-71-30005.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 59.99
Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 74.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

References

  1. Alekseev, V.M., Tikhomirov, V.M., Fomin, S.V.: Optimal Control. Consultants Bureau, New York (1987)

    Book  MATH  Google Scholar 

  2. Andreani, R., Haeser, G., Schuverdt, M.L., Silva, P.J.S.: A relaxed constant positive linear dependence constraint qualification and applications. Math. Program. Ser. A. 135, 255–273 (2012)

    Article  MathSciNet  MATH  Google Scholar 

  3. Andreani, R., Haeser, G., Schuverdt, M.L., Silva, P.J.S.: Two new weak constraint qualifications and applications. SIAM J. Control. Optim. 22, 1109–1135 (2012)

    Article  MathSciNet  MATH  Google Scholar 

  4. Ben-Tal, A.: Second order and related extremality conditions in nonlinear programming. J. Optim. Theory Appl. 31, 143–165 (1980)

    Article  MathSciNet  MATH  Google Scholar 

  5. Brezhneva, O.A., Tret’yakov, A.A.: Optimality conditions for degenerate extremum problems with equality constraints. SIAM J. Control. Optim. 42, 729–745 (2003)

    Article  MathSciNet  MATH  Google Scholar 

  6. Brezhneva, O., Tret’yakov, A.: The p-th order necessary optimality conditions for inequality—constrained optimization problems. In: Kumar, V., Gavrilova, M.L., Tan, C.J.K., L’Ecuyer, P. (eds.) ICCSA 2003. LNCS, vol. 2667, pp. 903–911. Springer, Heidelberg (2003). https://doi.org/10.1007/3-540-44839-X_95

    Chapter  Google Scholar 

  7. Brezhneva, O.A., Tret’yakov, A.A.: The \(p\)th order optimality conditions for inequality constrained optimization problems. Nonlinear Anal. 63, e1357–e1366 (2005)

    Article  MATH  Google Scholar 

  8. Brezhneva, O.A., Tret’yakov, A.A.: The \(p\)th order optimality conditions for nonregular optimization problems. Dokl. Math. 77, 1–3 (2008)

    Article  MathSciNet  MATH  Google Scholar 

  9. Brezhneva, O., Tret’yakov, A.A.: The p -th order optimality conditions for degenerate inequality constrained optimization problems. TWMS J. Pure Appl. Math. 1, 198–223 (2010)

    MathSciNet  MATH  Google Scholar 

  10. Brezhneva, O., Tret’yakov, A.A.: When the karush-kuhn-tucker theorem fails constraint qualifications and higher-order optimality conditions for degenerate optimization problems. J. Optim. Theory Appl. 174(2), 367–387 (2017)

    Article  MathSciNet  MATH  Google Scholar 

  11. Gfrerer, H.: Second-order optimality conditions for scalar and vector optimization problems in Banach spaces. SIAM J. Control. Optim. 45, 972–997 (2006)

    Article  MathSciNet  MATH  Google Scholar 

  12. Ioffe, A.D.: Necessary and sufficient conditions for a local minimum 3: second order conditions and augmented duality. SIAM J. Control. Optim. 17, 266–288 (1979)

    Article  MathSciNet  MATH  Google Scholar 

  13. Izmailov, A.F.: Degenerate extremum problems with inequality-type constraints. Comput. Math Math Phys. 32, 1413–1421 (1992)

    MathSciNet  MATH  Google Scholar 

  14. Izmailov, A.F.: Optimality conditions for degenerate extremum problems with inequality-type constraints. Comput. Math Math Phys. 34, 723–736 (1994)

    MathSciNet  MATH  Google Scholar 

  15. Izmailov, A.F., Solodov, M.V.: Optimality conditions for irregular inequality-constrained problems. SIAM J. Control. Optim. 40, 1280–1295 (2001)

    Article  MathSciNet  MATH  Google Scholar 

  16. Ledzewicz, U., Schättler, H.: High-order approximations and generalized necessary conditions for optimality. SIAM J. Control. Optim. 37, 33–53 (1999)

    Article  MathSciNet  MATH  Google Scholar 

  17. Levitin, E.S., Milyutin, A.A., Osmolovskii, N.P.: Conditions of higher order for a local minimum in problems with constraints. Russian Math Surveys. 33, 97–168 (1978)

    Article  MATH  Google Scholar 

  18. Moldovan, A., Pellegrini, L.: On regularity for constrained extremum problems. Part 1: sufficient optimality conditions. J Optim Theory Appl. 142, 147–163 (2009)

    Article  MathSciNet  MATH  Google Scholar 

  19. Moldovan, A., Pellegrini, L.: On regularity for constrained extremum problems. Part 2: necessary optimality conditions. J. Optim. Theory Appl. 142, 165–183 (2009)

    Article  MathSciNet  MATH  Google Scholar 

  20. Penot, J.-P.: Second-order conditions for optimization problems with constraints. SIAM J. Control. Optim. 37, 303–318 (1999)

    Article  MathSciNet  MATH  Google Scholar 

  21. Prusińska, A., Tretýakov, A.A.: On the existence of solutions to nonlinear equations involving singular mappings with non-zero p-kernel. Set-Valued Variational Anal. 19, 399–416 (2011)

    Article  MathSciNet  MATH  Google Scholar 

  22. Szczepanik, E., Tret’yakov, A.A.: P-factor methods for nonregular inequality-constrained optimization problems. Nonlinear Anal. Theory Methods Appl. 69(12), 4241–4251 (2008)

    Article  MathSciNet  MATH  Google Scholar 

  23. Szczepanik, E., Tret’yakov, A.A., Prusińska, A.: The p-factor method for nonlinear optimization. Schedae Informaticae 21, 141–157 (2012)

    Google Scholar 

  24. Tret’yakov, A.A.: Necessary conditions for optimality of \(p\)th order. Control and Optimization, Moscow, MSU, pp. 28–35 (1983). (in Russian)

    Google Scholar 

  25. Tret’yakov, A.A.: Necessary and sufficient conditions for optimality of \(p\)th order. USSR Comput. Math. Math. Phys. 24, 123–127 (1984)

    Article  MATH  Google Scholar 

  26. Tret’yakov, A.A.: The implicit function theorem in degenerate problems. Russ. Math. Surv. 42, 179–180 (1987)

    Article  MathSciNet  MATH  Google Scholar 

  27. Tret’yakov, A.A.: The p-th order optimality conditions of Kuhn-Tucker type for degenerate inequality constraints optimization problems. Doklady Academii Nauk. 434(5), 591–594 (2010)

    Google Scholar 

  28. Tret’yakov, A.A., Szczepanik, E.: Irregular optimization models and p-order Kuhn-Tucker optimality conditions. J. Comput. Syst. Sci. Int. 53(3), 384–391 (2014)

    Article  MathSciNet  MATH  Google Scholar 

  29. Tret’yakov, A.A., Marsden, J.E.: Factor-analysis of nonlinear mappings: \(p\)-regularity theory. Commun. Pure Appl. Anal. 2, 425–445 (2003)

    Article  MathSciNet  MATH  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Vlasta Malkova .

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 2023 The Author(s), under exclusive license to Springer Nature Switzerland AG

About this paper

Check for updates. Verify currency and authenticity via CrossMark

Cite this paper

Brezhneva, O., Evtushenko, Y., Malkova, V., Tret’yakov, A. (2023). The pth-Order Karush-Kuhn-Tucker Type Optimality Conditions for Nonregular Inequality Constrained Optimization Problems. In: Olenev, N., Evtushenko, Y., Jaćimović, M., Khachay, M., Malkova, V. (eds) Optimization and Applications. OPTIMA 2023. Lecture Notes in Computer Science, vol 14395. Springer, Cham. https://doi.org/10.1007/978-3-031-47859-8_2

Download citation

  • DOI: https://doi.org/10.1007/978-3-031-47859-8_2

  • Published:

  • Publisher Name: Springer, Cham

  • Print ISBN: 978-3-031-47858-1

  • Online ISBN: 978-3-031-47859-8

  • eBook Packages: Computer ScienceComputer Science (R0)

Publish with us

Policies and ethics