A FARKAS LEMMA FOR DIFFERENCE SUBLINEAR SYSTEMS AND QUASIDIFFERENTIABLE PROGRAMMING

Citation
Bm. Glover et al., A FARKAS LEMMA FOR DIFFERENCE SUBLINEAR SYSTEMS AND QUASIDIFFERENTIABLE PROGRAMMING, Mathematical programming, 63(1), 1994, pp. 109-125
Citations number
26
Categorie Soggetti
Operatione Research & Management Science",Mathematics,"Operatione Research & Management Science",Mathematics,"Computer Science Software Graphycs Programming
Journal title
ISSN journal
00255610
Volume
63
Issue
1
Year of publication
1994
Pages
109 - 125
Database
ISI
SICI code
0025-5610(1994)63:1<109:AFLFDS>2.0.ZU;2-L
Abstract
A new generalized Farkas theorem of die alternative is presented for s ystems involving functions which can be expressed as the difference of sublinear functions. Various other forms of theorems of the alternati ve are also given using quasidifferential calculus. Comprehensive opti mality conditions are then developed for broad classes of infinite dim ensional quasidifferentiable programming problems. Applications to dif ference convex programming and infinitely constrained concave minimiza tion problems are also discussed.