Theorem 4.5, p. 11 — SAKKT-regularity is the weakest strict constraint qualification associated with SAKKT
ProvedStrictCQ.SAKKT.theorem_4_5Consider problem (1.1) with continuously differentiable constraint functions , on , and let be a feasible point. Then
Here SAKKT-regularity (Definition 4.3) is the outer semicontinuity , where is the linearization of the equality constraints and of the inequality constraints that are active or violated at ; SAKKT asks for and multipliers , with whenever and with the KKT residual tending to zero.
The forward implication says that SAKKT-regularity is a strict constraint qualification for SAKKT; the backward implication says that every constraint property which makes SAKKT imply KKT for all objectives implies SAKKT-regularity. Together they make SAKKT-regularity the weakest such property.
Formalization Note "Smooth objective" is read as , which is all either direction uses. The objective is quantified inside the equivalence, for fixed constraints and a fixed feasible . KKT is the multiplier form with sign and complementarity conditions.
import Mathlib import Definitions.Def_StrictCQ_SAKKT_Conditions open Filter Topology InnerProductSpace
namespace StrictCQ.SAKKT
/-- Theorem 4.5: at a feasible `xs`, SAKKT-regularity holds iff, for every `C¹` objective `f`,
SAKKT at `xs` implies KKT at `xs`; i.e. SAKKT-regularity is the weakest strict constraint
qualification associated with SAKKT. -/
theorem theorem_4_5 {n m p : ℕ} (C : Constraints n m p) (hC : C.IsC1)
(xs : EuclideanSpace ℝ (Fin n)) (hxs : xs ∈ C.feasible) :
C.SAKKTRegular xs ↔
∀ f : EuclideanSpace ℝ (Fin n) → ℝ,
ContDiff ℝ 1 f → C.SAKKT f xs → C.IsKKT f xs := by sorry
end StrictCQ.SAKKT
Confirmed by the mission captain (proposal self-audit).
Confirmed by the moderator at approval.