First and Second Order Optimality Conditions and Perturbation Analysis of Semi-Infinite Programming Problems
In this paper we discuss finite dimensional optimization problems subject to an infinite number of inequality constraints (semi-infinite programming problems). We study such problems in a general framework of optimization problems subject to constraints formulated in a form of cone inclusions. General results on duality, and first and second order optimality conditions are presented and specified to considered semi-infinite programming problems. Finally some recent results on quantitative stability and sensitivity analysis of parameterized semi-infinite programming problems are discussed.
KeywordsLagrange Multiplier Perturbation Analysis Constraint Qualification Empty Interior Order Optimality Condition
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