On optimality conditions for generalized semi-infinite programming problems (Q1579665)

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scientific article; zbMATH DE number 1506927
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On optimality conditions for generalized semi-infinite programming problems
scientific article; zbMATH DE number 1506927

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    On optimality conditions for generalized semi-infinite programming problems (English)
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    14 September 2000
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    The authors consider generalized semi-infinite optimization problems of the form \[ \min f(x) \text{ subject to }x\in M, \] where \[ \begin{aligned} M & =\bigl\{x\in R\mid g(x,y)\geq 0\text{ for all }y\in Y(x)\bigr\},\\ Y(x) & =\bigl \{y\in R\mid u_k(x,y)=0,\;k\in K,\;\nu_p(x,y)\geq 0,\;p\in P\bigr\},\end{aligned} \] \(K,P\) are finite index sets \(f,g,u_k,\nu_p\) are continuously differentiable functions. Point \(x^0\in M\) is said to be a strict local minimizer of order 1 if there is a neighbourhood \(U\) of \(x^0\) and a constant \(\kappa\) such that \[ f(x) \geq f(x^0)+ \kappa\|x-x^0 \|\text{ for all }x\in M\cap U. \] The necessary and sufficient optimality conditions for \(x^0\) being a strict local minimizer of order 1 are proved under the assumption that Mangasarian-Fromovitz constraint qualification holds at all points \(y\) from the set \[ Y_0(x^0)= \bigl\{y\in Y (x^0) \mid g(x^0,y)= 0\bigr\}. \] In the concluding part of the article, the authors prove necessary optimality condition for the strict local minimizer without the assumption of the Mangasarian-Fromovitz constraint qualification.
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    semi-infinite programming
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    optimality conditions
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