Perturbed optimization in Banach spaces III: Semi-infinite optimization

Bonnans J.F.; Cominetti R.

Keywords: sensitivity, optimization, constraint, approximation, set, control, theory, parameterization, finite, robustness, analysis, function, techniques, perturbation, Dimensional, directional, Functions, Infinite, systems), programming, qualification, Marginal, (control, Semi

Abstract

This paper is devoted to the study of perturbed semi-infinite optimization problems, i.e., minimization over Rn with an infinite number of inequality constraints. We obtain the second-order expansion of the optimal value funtion 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. [SIAM J. Control Optim., 34 (1996), pp. 1151-1171]) and deriving cone in the space C(?) of continuous real-valued functions.

Más información

Título de la Revista: SIAM JOURNAL ON CONTROL AND OPTIMIZATION
Volumen: 34
Número: 5
Editorial: SIAM PUBLICATIONS
Fecha de publicación: 1996
Página de inicio: 1555
Página final: 1567
URL: http://www.scopus.com/inward/record.url?eid=2-s2.0-0030242615&partnerID=q2rCbXpz