ZERO DUALITY GAPS IN INFINITE-DIMENSIONAL PROGRAMMING

被引:51
作者
JEYAKUMAR, V [1 ]
WOLKOWICZ, H [1 ]
机构
[1] UNIV WATERLOO,DEPT COMBINATOR & OPTIMIZAT,WATERLOO N2L 3G1,ONTARIO,CANADA
关键词
convex-like infinite programs; semi-infinite programming; subdifferentiability; value function; Zero duality gaps;
D O I
10.1007/BF00939737
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
In this paper we study the following infinite-dimensional programming problem: (P) μ{colon equals}inf f0(x), subject to x∈C, fi(x)≤0, i∈I, where I is an index set with possibly infinite cardinality and C is an infinite-dimensional set. Zero duality gap results are presented under suitable regularity hypotheses for convex-like (nonconvex) and convex infinitely constrained program (P). Various properties of the value function of the convex-like program and its connections to the regularity hypotheses are studied. Relationships between the zero duality gap property, semicontinuity, and ε-subdifferentiability of the value function are examined. In particular, a characterization for a zero duality gap is given, using the ε-subdifferential of the value function without convexity. © 1990 Plenum Publishing Corporation.
引用
收藏
页码:87 / 108
页数:22
相关论文
共 33 条
[21]   UNIFORM DUALITY IN SEMI-INFINITE CONVEX-OPTIMIZATION [J].
JEROSLOW, RG .
MATHEMATICAL PROGRAMMING, 1983, 27 (02) :144-154
[22]  
Jeyakumar V., 1985, OPTIMIZATION, V16, P643
[23]   LINEAR PROGRAMMING IN REFLEXIVE SPACES [J].
KALLINA, C ;
WILLIAMS, AC .
SIAM REVIEW, 1971, 13 (03) :350-&
[24]   A DUALITY THEOREM FOR SEMI-INFINITE CONVEX-PROGRAMS AND THEIR FINITE SUBPROGRAMS [J].
KARNEY, DF .
MATHEMATICAL PROGRAMMING, 1983, 27 (01) :75-82
[26]  
KORTANEK KO, OPER RES, V7, P1571
[27]  
KORTANEK KO, 1977, APPLIED MATH OPTIMIZ, V3, P358
[28]   APPLYING SOME MODERN DEVELOPMENTS TO CHOOSING YOUR OWN LAGRANGE MULTIPLIERS [J].
PONSTEIN, J .
SIAM REVIEW, 1983, 25 (02) :183-199
[29]   GENERALIZED DIRECTIONAL-DERIVATIVES AND SUB-GRADIENTS OF NON-CONVEX FUNCTIONS [J].
ROCKAFELLAR, RT .
CANADIAN JOURNAL OF MATHEMATICS-JOURNAL CANADIEN DE MATHEMATIQUES, 1980, 32 (02) :257-280
[30]  
ROCKAFELLAR RT, 1974, CBMS LECTURE NOTES S, V162