First Order Optimality Conditions for Generalized Semi-Infinite Programming Problems

被引：0
作者：
J. J. Ye
S. Y. Wu
机构：
[1] University of Victoria,Department of Mathematics and Statistics
[2] National Cheng-Kung University,Institute of Applied Mathematics
[3] National Center for Theoretical Sciences,undefined
来源：
Journal of Optimization Theory and Applications | 2008年 / 137卷
关键词：
Necessary optimality conditions; Constraint qualifications; Nonsmooth analysis; Value function; Generalized semi-infinite programming problems;
D O I：
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中图分类号：
学科分类号：
摘要：
We study first-order optimality conditions for the class of generalized semi-infinite programming problems (GSIPs). We extend various well-known constraint qualifications for finite programming problems to GSIPs and analyze the extent to which a corresponding Karush-Kuhn-Tucker (KKT) condition depends on these extensions. It is shown that in general the KKT condition for GSIPs takes a weaker form unless a certain constraint qualification is satisfied. In the completely convex case where the objective of the lower-level problem is concave and the constraint functions are quasiconvex, we show that the KKT condition takes a sharper form.
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页码：419 / 434
页数：15
相关论文
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