CONSTANT RANK CONSTRAINT QUALIFICATIONS: A GEOMETRIC INTRODUCTION
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 assu...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Sociedade Brasileira de Pesquisa Operacional
2014-12-01
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| Series: | Pesquisa Operacional |
| Subjects: | |
| Online Access: | http://www.scielo.br/scielo.php?script=sci_arttext&pid=S0101-74382014000300481&lng=en&tlng=en |