Séance Séminaire

Séminaire ACSIOM

Necessary optimality conditions for generalized semi-infinite programming problems

The classical semi-infinite programming problem is a class of optimization problem where the index set of the constraints are infinite. The generalized semi-infinite programming problem (GSIP) is a generalization of the classical semi-infinite programming in that the index set is no longer constant. Due to the variable dependence of the index set, the feasible region usually has a disjunctive structure and may not even be closed. In this talk we discuss the first order optimality conditions for GSIPs. We extend various constraint qualifications for finite programming problem to GSIPs and analyze the extent to which a corresponding KKT condition depends on these extensions.