Perturbed optimization in Banach spaces III: Semi-infinite optimization
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 |