Intrinsic formulation of KKT conditions and constraint qualifications on smooth manifolds

R Bergmann, R Herzog - SIAM Journal on Optimization, 2019 - SIAM
SIAM Journal on Optimization, 2019SIAM
Karush--Kuhn--Tucker (KKT) conditions for equality and inequality constrained optimization
problems on smooth manifolds are formulated. Under the Guignard constraint qualification,
local minimizers are shown to admit Lagrange multipliers. The linear independence,
Mangasarian--Fromovitz, and Abadie constraint qualifications are also formulated, and the
chain “LICQ implies MFCQ implies ACQ implies GCQ” is proved. Moreover, classical
connections between these constraint qualifications and the set of Lagrange multipliers are …
Karush--Kuhn--Tucker (KKT) conditions for equality and inequality constrained optimization problems on smooth manifolds are formulated. Under the Guignard constraint qualification, local minimizers are shown to admit Lagrange multipliers. The linear independence, Mangasarian--Fromovitz, and Abadie constraint qualifications are also formulated, and the chain “LICQ implies MFCQ implies ACQ implies GCQ” is proved. Moreover, classical connections between these constraint qualifications and the set of Lagrange multipliers are established, which parallel the results in Euclidean space. The constrained Riemannian center of mass on the sphere serves as an illustrating numerical example.
Society for Industrial and Applied Mathematics
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