Boundedness of KKT Multipliers in fractional programming problem using convexificators
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Ali Ansari Ardali *  |
University of Isfahan , ali_ansari9286@sci.ui.ac.ir |
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Abstract: (27292 Views) |
In this paper, using the idea of convexificators, we study boundedness and nonemptiness of Lagrange multipliers satisfying the first order necessary conditions. We consider a class of nons- mooth fractional programming problems with equality, inequality constraints and an arbitrary set constraint. Within this context, define generalized Mangasarian-Fromovitz constraint qualification and show that the constraint qualification are necessary and suficient conditions for the Karush- Kuhn-Tucker(KKT) multipliers set to be nonempty and bounded. |
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Keywords: Fractional problem, Existence and boundedness, Constraint qualifications, Convexificator |
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Full-Text [PDF 544 kb]
(21493 Downloads)
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Type of Study: Original |
Subject:
Continuous Optimization Received: 2015/02/4 | Accepted: 2015/06/22 | Published: 2015/06/22
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