Enhanced Optimality Conditions and Exact Penalty Functions 1
Dimitri P. Bertsekas, Asuman E. Koksal · 2000
We consider optimization problems with equality, inequality, and abstract set constraints, and we explore various characteristics of the constraint set that imply the existence of Lagrange multipliers. We prove a generalized version of the Fritz-John theorem, and we introduce new and general conditions that extend and unify the major constraint qualifications. Among these conditions, a new property, pseudonormality, provides the connecting link between the classical constraint qualifications and the use of exact penalty functions.