Constraint qualification 2026-10-14
A constraint qualification is a regularity hypothesis on optimization constraints that guarantees a specified optimality or duality conclusion. For the necessity of Karush-Kuhn-Tucker conditions, an appropriate constraint qualification ensures that a local minimum admits suitable Lagrange multipliers; linear independence of the gradients of equality optimization constraints and active constraints is one sufficient hypothesis in KKT regularity at a local minimum.[ref]
Lecture 7: Lagrange Multipliers and KKT Conditions. Lecture 7, §L7.1.3, Theorem L7.3, printed p. 4: independent active gradients
Slater's condition provides a different constraint qualification for convex optimization, yielding strong duality and dual attainment.[ref]Convex Optimization by Stephen Boyd and Lieven Vandenberghe. §5.2.3, printed pp. 226–227: Slater's condition, strong duality and dual attainment
KKT regularity at a local minimum 2026-10-14
At a local minimum of continuously differentiable functions, a suitable constraint qualification guarantees the existence of Lagrange multipliers satisfying the KKT conditions. One sufficient local regularity assumption is that the gradients of the equality optimization constraints and the active constraints are jointly linearly independent. This assumption concerns the description of the feasible set, not just the smoothness of the objective function.[ref]
Lecture 7: Lagrange Multipliers and KKT Conditions. Lecture 7, §L7.1.3, Theorem L7.3, printed p. 4: continuous differentiability and independent active gradients
To see why a hypothesis is needed, minimize subject to . The feasible set is the singleton , so is a global minimum. Yet for every finite Lagrange multiplier . Thus this convex optimization problem has an attained optimum without a KKT multiplier. The zero gradient of the active constraint has hidden the actual restriction from its first-order equation. Rewriting it as the equality yields the unrestricted Lagrange multiplier .
For convex optimization, Slater's condition requires strict inequalities and affine equalities at a point in the relative interior of the common domain of a function. A finite optimum value then gives strong duality and dual attainment. Primal attainment and differentiability yield KKT multipliers. Affine inequalities may be nonstrict in the refined version.[ref]
Slater's condition is sufficient, and need not hold for an optimum to exist. The singular example above also shows that mere primal attainment is not a substitute for a constraint qualification.