6533b820fe1ef96bd127997b

RESEARCH PRODUCT

Optimality conditions for nondifferentiable convex semi-infinite programming

Enriqueta VercherMarco A. López

subject

Mathematical optimizationGeneral MathematicsFeasible regionMathematics::Optimization and ControlRegular polygonConstraint satisfactionSemi-infinite programmingConstraint (information theory)Convex optimizationConstraint logic programmingComputer Science::Programming LanguagesConvex functionSoftwareMathematics

description

This paper gives characterizations of optimal solutions to the nondifferentiable convex semi-infinite programming problem, which involve the notion of Lagrangian saddlepoint. With the aim of giving the necessary conditions for optimality, local and global constraint qualifications are established. These constraint qualifications are based on the property of Farkas-Minkowski, which plays an important role in relation to certain systems obtained by linearizing the feasible set. It is proved that Slater's qualification implies those qualifications.

yearjournalcountryeditionlanguage
1983-10-01Mathematical Programming
https://doi.org/10.1007/bf02591906