Abstract
In earlier results by Sposito and David, Kuhn—Tucker duality was established over nondegenerate cone domains (not necessarily polyhedral) without differentiability under a certain natural modification of the Slater condition, in addition to the convexity of a certain auxiliary set. This note extends Kuhn—Tucker duality to optimization problems with both nondegenerate and degenerate cone domains. Moreover, under a different condition than presented in earlier results by the author, this note develops Kuhn—Tucker duality for a certain class of nonlinear problems with linear constraints and an arbitrary objective function.
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Sposito, V.A. Modified regularity conditions for nonlinear programming problems over mixed cone domains. Mathematical Programming 6, 167–179 (1974). https://doi.org/10.1007/BF01580234
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DOI: https://doi.org/10.1007/BF01580234