Perturbed optimization in Banach spaces III: Semi-infinite optimization
Bonnans, J. Frederic ; Cominetti, Roberto
HAL, Report N°: RR-2404 / Harvested from HAL
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.
Publié le : 1994-07-05
Classification:  SEMI-INFINITE PROGRAMMING,  EPILIMITS,  APPROXIMATE SOLUTIONS,  DIRECTIONAL CONSTRAINT QUALIFICATION,  SENSITIVITY ANALYSIS,  MARGINAL FUNCTION,  [INFO.INFO-OH]Computer Science [cs]/Other [cs.OH],  [MATH.MATH-OC]Mathematics [math]/Optimization and Control [math.OC]
@article{Report N°: RR-2404,
     author = {Bonnans, J. Frederic and Cominetti, Roberto},
     title = {Perturbed optimization in Banach spaces III: Semi-infinite optimization},
     journal = {HAL},
     volume = {1994},
     number = {0},
     year = {1994},
     language = {en},
     url = {http://dml.mathdoc.fr/item/Report N°: RR-2404}
}
Bonnans, J. Frederic; Cominetti, Roberto. Perturbed optimization in Banach spaces III: Semi-infinite optimization. HAL, Tome 1994 (1994) no. 0, . http://gdmltest.u-ga.fr/item/Report%20N%C2%B0:%20RR-2404/