On linear and linearized generalized semi-infinite optimization problems

Citation
Jj. Ruckmann et O. Stein, On linear and linearized generalized semi-infinite optimization problems, ANN OPER R, 101, 2001, pp. 191-208
Citations number
18
Categorie Soggetti
Engineering Mathematics
Journal title
ANNALS OF OPERATIONS RESEARCH
ISSN journal
02545330 → ACNP
Volume
101
Year of publication
2001
Pages
191 - 208
Database
ISI
SICI code
0254-5330(2001)101:<191:OLALGS>2.0.ZU;2-9
Abstract
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.