Boundedness of KKT Multipliers in fractional programming problem using convexificators

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Abstract:
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.
Language:
English
Published:
Iranian Journal Of Operations Research, Volume:6 Issue: 1, Winter and Spring 2015
Pages:
79 to 91
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