Linearized tangent cone 2026-10-31
For smooth inequalities , the displayed intersection of half-spaces contains the contingent tangent cone. This follows by differentiating each active feasibility inequality along a feasible tangent sequence. The linear independence constraint qualification, and more generally the Mangasarian–Fromovitz constraint qualification, ensure equality in the inequality-only setting. Without a qualification the inclusion can be strict: for , the feasible set is and its tangent cone is , while makes the linearized cone the whole real line.
The contingent tangent cone consists of feasible first-order velocities:If is a local minimizer, then . Indeed, along the defining sequence, so eventually . Differentiability givesThis proves the inequality. Using feasible limiting velocities avoids assuming that every tangent direction is realized by a straight segment staying in the feasible set.