First-order optimality conditions for degenerate index sets in generalizedsemi-infinite optimization

Authors
Citation
O. Stein, First-order optimality conditions for degenerate index sets in generalizedsemi-infinite optimization, MATH OPER R, 26(3), 2001, pp. 565-582
Citations number
32
Categorie Soggetti
Mathematics
Journal title
MATHEMATICS OF OPERATIONS RESEARCH
ISSN journal
0364765X → ACNP
Volume
26
Issue
3
Year of publication
2001
Pages
565 - 582
Database
ISI
SICI code
0364-765X(200108)26:3<565:FOCFDI>2.0.ZU;2-D
Abstract
We present a general framework for the derivation of first-order optimality conditions in generalized semi-infinite programming. Since in our approach no constraint qualifications are assumed for the index set, we can general ize necessary conditions given by Ruckmann and Shapiro (1999) as well as th e characterizations of local minimizers of order one, which were derived by Stein and Still (2000). Moreover, we obtain a short proof for Theorem 1.1 in Jongen et al. (1998). For the special case when the so-called lower-level problem is convex, we s how how the general optimality conditions can be strengthened, thereby givi ng a generalization of Theorem 4.2 in Ruckmann and Stein (2001). Finally, i f the directional derivative of a certain optimal value function exists and is subadditive with respect to the direction, we propose a Mangasarian-Fro movitz-type constraint qualification and show that it implies an Abadie-typ e constraint qualification.