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 On the algorithm of determination of immobile indices for convex SIP problems
Please use this identifier to cite or link to this item http://hdl.handle.net/10773/6178

title: On the algorithm of determination of immobile indices for convex SIP problems
authors: Kostyukova, Olga I.
Tchemisova, Tatiana V.
Yermalinskaya, Svetlana A.
keywords: Convex Semi-Infinite Programming
Non-Linear Programming
Optimality criterion
Constraint qualification condition
Immobile index
Immobility order
issue date: 2008
publisher: CESER Publications
abstract: We consider convex Semi-Infinite Programming (SIP) problems with a continuum of constraints. For these problems we introduce new concepts of immobility orders and immobile indices. These concepts are objective and important characteristics of the feasible sets of the convex SIP problems since they make it possible to formulate optimality conditions for these problems in terms of optimality conditions for some NLP problems (with a finite number of constraints). In the paper we describe a finite algorithm (DIO algorithm) of determination of immobile indices together with their immobility orders, study some important properties of this algorithm, and formulate the Implicit Optimality Criterion for convex SIP without any constraint qualification conditions (CQC). An example illustrating the application of the DIO algorithm is provided.
URI: http://hdl.handle.net/10773/6178
ISSN: 0973-7545
publisher version/DOI: http://www.ceser.in/ceserp/index.php/ijamas
source: International Journal of Applied Mathematics and Statistics
appears in collectionsCIDMA - Artigos

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