Perturbed optimization in Banach spaces III: Semi-infinite optimizationReportar como inadecuado




Perturbed optimization in Banach spaces III: Semi-infinite optimization - Descarga este documento en PDF. Documentación en PDF para descargar gratis. Disponible también para leer online.

1 PROMATH - Mathematical Programming Inria Paris-Rocquencourt

Abstract : This paper is devoted to the study of perturbed semi-infinite optimization problems, i.e. minimization over $\er^n$ with an infinite number of inequality constraints. We obtain the second order expansion of the optimal value function and the first order expansion of approximate optimal solutions in two cases: i when the number of binding constraints is finite, and ii when the inequality constraints are parametrized by a real scalar. These results are partly obtained by specializing the sensitivity theory for perturbed optimization developed in part I cf. \citebc1, and deriving specific sharp lower estimates for the optimal value function which take into account the curvature of the positive cone in the space $C\Omega$ of continuous real-valued functions.

Keywords : SEMI-INFINITE PROGRAMMING EPILIMITS APPROXIMATE SOLUTIONS DIRECTIONAL CONSTRAINT QUALIFICATION SENSITIVITY ANALYSIS MARGINAL FUNCTION





Autor: J. Frederic Bonnans - Roberto Cominetti

Fuente: https://hal.archives-ouvertes.fr/



DESCARGAR PDF




Documentos relacionados