‎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 t...

The literature on stochastic programming typically restricts attention to problems that fulfill constraint qualifications. estimation and inference under partial identification frequently the geometry of identified sets with diverse high-level assumptions. These superficially appear be different approaches closely related problems. We extensively analyze their relation. Among other things, we s...

Abstract Considering constrained choice, practitioners and theorists frequently invoke a Lagrangian to generate optimality conditions. Regular use of that vehicle requires, however, some constraint qualification . Yet many economists go easy on the mathematics issue. Conversely, few mathematicians elaborate economics context. Thereby both parties leave lacunas as didactics or intuition. This no...

Sequential optimality conditions for constrained optimization are necessarily satisfied by local minimizers, independently of the fulfillment of constraint qualifications. These conditions support the employment of different stopping criteria for practical optimization algorithms. On the other hand, when an appropriate strict constraint qualification associated with some sequential optimality c...

In mathematical programming, constraint qualifications are essential elements for duality theory. Recently, necessary and sufficient constraint qualifications for Lagrange duality results have been investigated. Also, surrogate duality enables one to replace the problem by a simpler one in which the constraint function is a scalar one. However, as far as we know, a necessary and sufficient cons...

We study second-order optimality conditions for mathematical programs with equilibrium constraints (MPEC). Firstly, we improve some second-order optimality conditions for standard nonlinear programming problems using some newly discovered constraint qualifications in the literature, and apply them to MPEC. Then, we introduce some MPEC variants of these new constraint qualifications, which are a...

This paper deals with optimality conditions to solve nonlinear programming problems. The classical Karush-Kuhn-Tucker (KKT) optimality conditions are demonstrated through a cone approach, using the well known Farkas’ Lemma. These conditions are valid at a minimizer of a nonlinear programming problem if a constraint qualification is satisfied. First we prove the KKT theorem supposing the equalit...

In this paper we consider the bilevel programming problem (BLPP), which is a sequence of two optimization problems where the constraint region of the upper-level problem is determined implicitly by the solution set to the lower-level problem. We extend well-known constraint qualifications for nonlinear programming problems such as the Abadie constraint qualification, the Kuhn-Tucker constraint ...

For an inequality system defined by an infinite family of proper convex functions, we introduce some new notions of constraint qualifications in terms of the epigraphs of the conjugates of these functions and study relationships between these new constraint qualifications and other wellknown constraint qualifications including the basic constraint qualification studied by Hiriart-Urrutty and Le...