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 Sufficient optimality conditions for convex semi-infinite programming
Please use this identifier to cite or link to this item http://hdl.handle.net/10773/6184

title: Sufficient optimality conditions for convex semi-infinite programming
authors: Kostyukova, O. I.
Tchemisova, T. V.
keywords: Semi-infinite programming (SIP)
Nonlinear programming (NLP)
Convex programming (CP)
Constraint qualifications (CQ)
Optimality conditions
issue date: 2010
publisher: Taylor & Francis
abstract: We consider a convex semi-infinite programming (SIP) problem whose objective and constraint functions are convex w.r.t. a finite-dimensional variable x and whose constraint function also depends on a so-called index variable that ranges over a compact set inR. In our previous paper [O.I.Kostyukova,T.V. Tchemisova, and S.A.Yermalinskaya, On the algorithm of determination of immobile indices for convex SIP problems, IJAMAS Int. J. Math. Stat. 13(J08) (2008), pp. 13–33], we have proved an implicit optimality criterion that is based on concepts of immobile index and immobility order. This criterion permitted us to replace the optimality conditions for a feasible solution x0 in the convex SIP problem by similar conditions for x0 in certain finite nonlinear programming problems under the assumption that the active index set is finite in the original semi-infinite problem. In the present paper, we generalize the implicit optimality criterion for the case of an infinite active index set and obtain newfirst- and second-order sufficient optimality conditions for convex semi-infinite problems. The comparison with some other known optimality conditions is provided.
URI: http://hdl.handle.net/10773/6184
ISSN: 1055-6788
publisher version/DOI: http://dx.doi.org/10.1080/10556780902992803
source: Optimization Methods and Software
appears in collectionsCIDMA - Artigos

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