Summary
In the first part of this paper, some consequences of the semi-infinite Motzkin alternative theorem are given. In particular, a refinement of an important result of Duffin, Jeroslow and Karlovitz, characterizing those sets which generate a closed convex cone, is obtained. In the second part, we apply these results to supply different sufficient conditions for the Farkas-Minkowski property of a semi-infinite linear system. Finally, by means of the methodology introduced in the paper, an application to the regularization of the linear semi-infinite programming problem is given.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
References
Charnes, A.; W.W. Cooper; K.O. Kortanek: Duality in Semi-Infinite Programs and some Works of Haar and Caratheodory. Management Science 9, pp. 209–228, 1963.
Glashoff, K.: Duality Theory of Semi-Infinite Programming. In: Hettich, R. (ed.): Semi-Infinite Programming. Lecture Notes in Control and Information Science 15, pp. 1–16. Springer-Verlag, 1979.
Duffin, R.J.; R.G. Jeroslow; L.A. Karlovitz: Duality in Semi-Infinite Programming and Applications. An International Symposium. Austin Texas 1981. Lecture Notes in Economics and Mathematical Systems 215 pp. 50–62. Springer-Verlag, 1983.
Goberna, M.A.; M.A. Lopez; J. Pastor: Farkas-Minkowski Systems in Semi-Infinite Programming. Applied Mathematics and Optimization 7, pp. 295–308, 1981.
López, M.A.; E. Vercher: Optimality Conditions for Nondifferenti-able Convex Semi-Infinite Programming. Mathematical Programming 27, pp.307–319, 1983.
Goberna, M.A.: Algunas propiedades de los sistemas cuyo cono carac-terístico es cerrado. Preprint. Departamento de Matemáticas. Universidad de Alicante, 1984.
López, M.A.; E. Vercher: Convex Semi-Infinite Games. Preprint. Departamento de Estadística. Facultad de Matemáticas. Universidad de Valencia. To appear in Journal of Optimization Theory and Applications, 1985.
Soyster, A.L.: A Semi-Infinite Game. Management Science 21, pp.806–812, 1975.
Weinberger, H.F.: Genetic Wave Propagation, Convex Sets and Semi-Infinite Programming. In: Coffman, C.U.; G.J. Fix (eds): Constructive Approaches to Mathematical Models, Academic Press, pp. 279–317, 1979.
Eckhardt, U.: Representation of Convex Sets. In: Fiacco, A.V.; K.O. Kortanek (eds): Extremal Methods and Systems Analysis. Lecture Notes in Economics and Mathematical Systems 174, pp. 374–383. Sprin-ger-Verlag, 1980.
Goberna, M.A.; M.A. Lopez; J. Pastor; E. Vercher: Alternative Theorems for Infinite Systems with Applications to Semi-Infinite Games. Nieuw Archief voor Wiskunde 4, Vol.2, pp. 218–234, 1984.
Fan, K.: On Infinite Systems of Linear Inequalities. Journal of Mathematical Analysis and Applications 21, pp. 475–478, 1968.
Stoer, J.;Ch. Witzgall: Convexity and Optimization in Finite Dimensions I. Springer-Verlag, Berlin, 1970.
Hestenes, M.R,: Optimization Theory, The Finite Dimensional Case. Wiley-Interscience, New York, 1975.
Rockafellar, R.T.: Convex Analysis. Princeton University Press, Princeton, 1970.
Charnes, A.; W.W. Cooper; K.O. Kortanek: On Representations of Semi-Infinite Programs which have no Duality Gaps. Management Science 12, pp. 113–121, 1965.
Jeroslow, R.G.: Uniform Duality in Semi-Infinite Convex Optimization. Mathematical Programming 27, pp. 144–154, 1983.
Duffin, R.J.; L.A. Karlovitz: An Infinite Linear Program with a Duality Gap. Management Science 12, pp. 122–134, 1965.
Glashoff, K.; S.A. Gustafson: Linear Optimization and Approximation. Applied Mathematical Sciences 45. Springer-Verlag, New York-Heidelberg-Berlin, 1983.
Author information
Authors and Affiliations
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 1985 Springer-Verlag Berlin Heidelberg
About this paper
Cite this paper
Goberna, M.A., López, M.A. (1985). Conditions for the Closedness of the Characteristic Cone Associated with an Infinite Linear System. In: Anderson, E.J., Philpott, A.B. (eds) Infinite Programming. Lecture Notes in Economics and Mathematical Systems, vol 259. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-46564-2_2
Download citation
DOI: https://doi.org/10.1007/978-3-642-46564-2_2
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-15996-4
Online ISBN: 978-3-642-46564-2
eBook Packages: Springer Book Archive