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Convex Semi-Infinite Programming: Implicit Optimality Criterion Based on the Concept of Immobile Indices

Author

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  • O. I. Kostyukova

    (Institute of Mathematics, National Academy of Sciences of Belarus)

  • T. V. Tchemisova

    (University of Aveiro)

  • S. A. Yermalinskaya

    (Belorussian State University of Informatics and Radio-electronics)

Abstract

We state a new implicit optimality criterion for convex semi-infinite programming (SIP) problems. This criterion does not require any constraint qualification and is based on concepts of immobile index and immobility order. Given a convex SIP problem with a continuum of constraints, we use an information about its immobile indices to construct a nonlinear programming (NLP) problem of a special form. We prove that a feasible point of the original infinite SIP problem is optimal if and only if it is optimal in the corresponding finite NLP problem. This fact allows us to obtain new efficient optimality conditions for convex SIP problems using known results of the optimality theory of NLP. To construct the NLP problem, we use the DIO algorithm. A comparison of the optimality conditions obtained in the paper with known results is provided.

Suggested Citation

  • O. I. Kostyukova & T. V. Tchemisova & S. A. Yermalinskaya, 2010. "Convex Semi-Infinite Programming: Implicit Optimality Criterion Based on the Concept of Immobile Indices," Journal of Optimization Theory and Applications, Springer, vol. 145(2), pages 325-342, May.
    • Handle: RePEc:spr:joptap:v:145:y:2010:i:2:d:10.1007_s10957-009-9621-5
    DOI: 10.1007/s10957-009-9621-5
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    References listed on IDEAS

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    1. Still, G., 1999. "Generalized semi-infinite programming: Theory and methods," European Journal of Operational Research, Elsevier, vol. 119(2), pages 301-313, December.
    2. G. Stein & G. Still, 2000. "On Optimality Conditions for Generalized Semi-Infinite Programming Problems," Journal of Optimization Theory and Applications, Springer, vol. 104(2), pages 443-458, February.
    3. J. J. Rückmann & A. Shapiro, 1999. "First-Order Optimality Conditions in Generalized Semi-Infinite Programming," Journal of Optimization Theory and Applications, Springer, vol. 101(3), pages 677-691, June.
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    Cited by:

    1. Stein, Oliver, 2012. "How to solve a semi-infinite optimization problem," European Journal of Operational Research, Elsevier, vol. 223(2), pages 312-320.
    2. Olga Kostyukova & Tatiana Tchemisova, 2017. "Optimality Conditions for Convex Semi-infinite Programming Problems with Finitely Representable Compact Index Sets," Journal of Optimization Theory and Applications, Springer, vol. 175(1), pages 76-103, October.
    3. Alexander Y. Kruger & Marco A. López, 2012. "Stationarity and Regularity of Infinite Collections of Sets. Applications to Infinitely Constrained Optimization," Journal of Optimization Theory and Applications, Springer, vol. 155(2), pages 390-416, November.

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