ONE-PARAMETRIC SEMIINFINITE OPTIMIZATION - ON THE STABILITY OF THE FEASIBLE SET

被引:19
作者
JONGEN, HT [1 ]
RUCKMANN, JJ [1 ]
WEBER, GW [1 ]
机构
[1] HUMBOLDT UNIV BERLIN,INST ANGEW MATH,FACHBEREICH MATH,D-10099 BERLIN,GERMANY
关键词
ONE-PARAMETRIC SEMIINFINITE OPTIMIZATION; STABILITY OF THE FEASIBLE SET; HOMEOMORPHY; EXTENDED MANGASARIAN-FROMOVITZ CONSTRAINT QUALIFICATION AT INFINITY;
D O I
10.1137/0804036
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
This paper studies a global stability property of the (noncompact) feasible set M(H, G, t) of a semi-infinite optimization problem defined by finitely many equations H(x, t) = 0 and, perhaps, infinitely many inequalities G(x, t, y) less than or equal to 0 that depend on a real parameter t that varies in a compact parameter interval T. Global stability refers to the homeomorphy of M[H, G, t(1)] and M[H, G, t(2)] for any parameter values t(1), t(2) is an element of T. It is shown that the overall validity of a so-called extended Mangasarian-Fromovitz constraint qualification at infinity (a constraint qualification taking parameter information into account) is sufficient for the stability mentioned. Key words. one-parametric semi-infinite optimization, stability of the feasible set, homeomorphy, extended Mangasarian-Fromovitz constraint qualification at infinity
引用
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页码:637 / 648
页数:12
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