Constraint qualification Created 2026-10-14 Updated 2026-10-20
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
Strong duality without dual attainment 2026-10-18
Consider an objective function that is a quadratic polynomial, with a singular optimization constraint:Its only feasible point is , giving . For , completing the square yieldsEvery finite Lagrange multiplier gives , but as . Thus : strong duality holds, and the primal optimum is attained, yet dual attainment fails. The inner minimizers approach without ever becoming feasible at finite .
Both the objective function and the constraint function are convex functions. However, Slater's condition fails because is impossible. At the optimum, stationarity would require , which no finite Lagrange multiplier satisfies. Compare KKT regularity at a local minimum: a zero gradient of an active constraint can prevent a multiplier certificate. This example has zero duality gap without the Strong Lagrangian property.