ZERO DUALITY GAPS IN INFINITE-DIMENSIONAL PROGRAMMING

被引:51
作者
JEYAKUMAR, V [1 ]
WOLKOWICZ, H [1 ]
机构
[1] UNIV WATERLOO,DEPT COMBINATOR & OPTIMIZAT,WATERLOO N2L 3G1,ONTARIO,CANADA
关键词
convex-like infinite programs; semi-infinite programming; subdifferentiability; value function; Zero duality gaps;
D O I
10.1007/BF00939737
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
In this paper we study the following infinite-dimensional programming problem: (P) μ{colon equals}inf f0(x), subject to x∈C, fi(x)≤0, i∈I, where I is an index set with possibly infinite cardinality and C is an infinite-dimensional set. Zero duality gap results are presented under suitable regularity hypotheses for convex-like (nonconvex) and convex infinitely constrained program (P). Various properties of the value function of the convex-like program and its connections to the regularity hypotheses are studied. Relationships between the zero duality gap property, semicontinuity, and ε-subdifferentiability of the value function are examined. In particular, a characterization for a zero duality gap is given, using the ε-subdifferential of the value function without convexity. © 1990 Plenum Publishing Corporation.
引用
收藏
页码:87 / 108
页数:22
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