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Optimality conditions for nondifferentiable convex semi-infinite programming

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Abstract

This paper gives characterizations of optimal solutions to the nondifferentiable convex semi-infinite programming problem, which involve the notion of Lagrangian saddlepoint. With the aim of giving the necessary conditions for optimality, local and global constraint qualifications are established. These constraint qualifications are based on the property of Farkas-Minkowski, which plays an important role in relation to certain systems obtained by linearizing the feasible set. It is proved that Slater's qualification implies those qualifications.

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Authors and Affiliations

  1. Department of Statistics and Operations Research, Faculty of Mathematics, University of Valencia, Spain

    M. A. López & E. Vercher

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  1. M. A. López
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  2. E. Vercher
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López, M.A., Vercher, E. Optimality conditions for nondifferentiable convex semi-infinite programming. Mathematical Programming 27, 307–319 (1983). https://doi.org/10.1007/BF02591906

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  • DOI: https://doi.org/10.1007/BF02591906

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