We consider the local and global topological structure of the feasible set
M of a generalized semiinfinite optimization problem. Under the assumption
that the defining functions for M are affine-linear with respect to the ind
ex variable and separable with respect to the index and the state variable,
M can globally be written as the finite union of certain open and closed s
ets. Here, it is not necessary to impose any kind of constraint qualificati
on on the lower level problem.
In fact, these sets are level sets of the lower level Lagrangian, and the o
pen sets are generated exactly by Lagrange multiplier vectors with vanishin
g entry corresponding to the lower level objective function. This result gi
ves rise to a first order necessary optimality condition for the considered
generalized semi-infinite problem.
Finally it is shown that the description of M by open and closed level sets
of the lower level Lagrangian locally carries over to points of the so-cal
led mai-type, where neither the linearity nor the separability assumption i
s satisfied.