Locally Farkas-Minkowski systems in convex semi-infinite programming

Citation
Md. Fajardo et Ma. Lopez, Locally Farkas-Minkowski systems in convex semi-infinite programming, J OPTIM TH, 103(2), 1999, pp. 313-335
Citations number
10
Categorie Soggetti
Engineering Mathematics
Journal title
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS
ISSN journal
00223239 → ACNP
Volume
103
Issue
2
Year of publication
1999
Pages
313 - 335
Database
ISI
SICI code
0022-3239(199911)103:2<313:LFSICS>2.0.ZU;2-5
Abstract
A pair of constraint qualifications in convex semi-infinite programming, na mely the locally Farkas-Minkowski constraint qualification and generalized Slater constraint qualification, are studied in the paper. We analyze the r elationship between them, as well as the behavior of the so-called active a nd sup-active mappings, accounting for the tightness of the constraint syst em at each point of the variables space. The generalized Slater constraint qualification guarantees a regular behavior of the supremum function (defin ed as supremum of the infinitely many functions involved in the constraint system), giving rise to the well-known Valadier formula.