A weak qualification is given which insures that a broad class of constrained optimization problems satisfies the analogue of the Kuhn-Tucker conditions at optimality. The qualification is shown to be necessary and sufficient for these conditions to be valid for any objective function which is differentiable at the optimum.
This paper considers an N period production planning problem in which a sequence of known demands d 1, d 2,..., d N must be satisfied. The cost of production in period t consists of a setup cost K t plus a marginal cost per unit c t. The cost of carrying a unit of inventory into period t is h t - 1 . An optimal policy is a production plan that satisfies demand at minimum cost. The main results of the paper are a theorem that decreases the computational effort required to find optimal policies and a theorem that establishes the existence of planning horizons. The results of these two theorems are combined in a forward algorithm for the efficient solution of the problem.
This paper establishes necessary and sufficient conditions for constraint set stability requiring neither convex constraint functions not convex constraint sets. These conditions then lead to a sufficiency result for the continuity of the optimal objective values as the right-hand side varies. Applications to quasiconvex functions are presented.
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