Directional Kuhn-Tucker condition and duality for quasidifferentiable programs

Authors: Nguyễn Định, Lê Anh Tuấn,

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Publisher, magazine: ,

Publication year: 2003

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Abstract

In this paper a notion called “directional Kuhn-Tucker condition” for quasidifferentiable programs with inequality constraints is introduced. This is a version of the Lagrange multiplier rule where the Lagrange multipliers depend on the directions. It is proved that this condition is a necessary condition for optimality. Under the assumption that the problem is directionally η-invex, it is also a sufficent condition for optimality. Some results on duality of the class of problems are obtained.a

Tags: Directional Kuhn-Tucker condition, quasidifferentiable functions, regularity conditions, directional invexity, duality.