Optimality Criteria in Nonlinear Programming Without Differentiability
Abstract
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.”

