The Crease Structure of the Karush-Kuhn-Tucker Set in Parametric Optimization

Published Online:https://doi.org/10.1287/moor.21.4.783

We study optimization problems depending on a parameter vector y. In particular, we consider the crease structure of the set Σ of pairs (x, y) where x is a Karush-Kuhn-Tucker point of the problem associated with parameter y; the Mangasarian-Fromovitz constraint qualification is assumed to hold. We present a lower bound for the fineness of Whitney regular stratifications of Σ. This provides an approximation of its crease structure.

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