Optimality Criteria in Nonlinear Programming Without Differentiability

Published Online:https://doi.org/10.1287/opre.19.1.77

This paper discusses stationary-point optimality conditions for inequality-constrained nonlinear programming problems where the functions involved are continuous but not necessarily differentiable. We obtain generalizations of the well known Fritz John and Kuhn-Tucker necessary conditions. We also discuss the sufficient conditions for optimality where the usual convexity assumption is replaced by a weaker assumption of “supportability.”

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