Abstract
We apply some advanced tools of quasiconvex analysis to establish Karush–Kuhn–Tucker type necessary and sufficient optimality conditions for non-differentiable semi-infinite programming problems. In addition, we propose a linear characterization of optimality for the mentioned problems. Examples are also designed to analyze and illustrate the results obtained.
Similar content being viewed by others
References
Cánovas, M.J., Hantoute, A., Parra, J., Toledo, F.J.: Boundary of subdifferentials and calmness moduli in linear semi-infinite optimization. Optim. Lett. 9, 513–521 (2015)
Gutiérrez Díez, J.M.: Infragradients and directions of decrease. Rev. Real Acad. Cienc. Exact. Fís. Natur. Madrid 78, 523–532 (1984)
Jeyakumar, V., Rubinov, A.M., Glover, B.M., Ishizuku, Y.: Inequality systems and global optimization. J. Math. Anal. Appl. 202, 900–919 (1996)
Kabgani, A., Soleimani-damaneh, M.: The relationships between convexificators and Greenberg–Pierskalla subdifferentials for quasiconvex functions. Numer. Funct. Anal. Optim. 38, 1548–1563 (2017)
Kanzi, N.: Necessary optimality conditions for nonsmooth semi-infinite programming problems. J. Glob. Optim. 49, 713–725 (2011)
Kanzi, N.: Constraint qualifications in semi-infinite systems and their applications in nonsmooth semi-infinite problems with mixed constraints. SIAM J. Optim. 24, 559–572 (2014)
Kanzi, N., Nobakhtian, S.: Optimality conditions for nonsmooth semi-infinite programming. Optimization 59, 717–727 (2010)
Kanzi, N., Nobakhtian, S.: Nonsmooth semi-infinite programming problems with mixed constraints. J. Math. Anal. Appl. 351, 170–181 (2008)
Kanzi, N., Soleimani-damaneh, M.: Slater CQ, optimality and duality for quasiconvex semi-infinite optimization problems. J. Math. Anal. Appl. 434, 638–651 (2016)
Linh, N.T., Penot, J.P.: Optimality conditions for quasiconvex programming. SIAM J. Optim. 17, 500–510 (2006)
Li, W., Nahak, C., Singer, I.: Constraint qualifications in semi-infinite systems of convex inequalities. SIAM J. Optim. 11, 31–52 (2000)
Liu, Y., Goberna, M.A.: Asymptotic optimality conditions for linear semiinfinite programming. Optimization 65, 387–414 (2016)
López, M.A., Still, G.: Semi-infinite programming. Eur. J. Oper. Res. 180, 491–518 (2007)
López, M.A., Vercher, E.: Optimality conditions for nondifferentiable convex semi-infinite Programming. Math. Program. 27, 307–319 (1983)
Martinez-Legaz, J.E.: Weak lower sbdifferentials and applications. Optimization 21, 321–341 (1990)
Mordukhovich, B.S., Nghia, T.T.A.: Constraint qualification and optimality conditions in semi-infinite and infinite programming. Math. Program. 139, 271–300 (2013)
Mordukhovich, B.S., Nghia, T.T.A.: Nonsmooth cone-constrained optimization with applications to semi-infinite programming. Math. Oper. Res. 39, 301–324 (2014)
Mordukhovich, B.S., Nghia, T.T.A.: Subdifferentials of nonconvex supremum functions and their applications to semi-infinite and infinite programs with Lipschitzian data. SIAM J. Optim. 23, 406–431 (2013)
Penot, J.P.: Are generalized derivatives useful for generalized convex functions? In: Crouzeix, J.-P., Martinez-Legaz, J.E., Volle, M. (eds.) Generalized Convexity, Generalized Monotonicity: Recent Results, pp. 3–59. Kluwer, Dordrecht (1998)
Plastria, F.: Lower subdifferentiable functions and their minimization by cutting plane. J. Optim. Theory Appl. 46, 37–53 (1985)
Rockafellar, R.T., Wets, J.B.: Variational Analysis. Springer, Berlin (1998)
Xu, M., Wu, S.Y., Ye, J.: Solving semi-infinite programs by smoothing projected gradient method. Comput. Optim. Appl. 59, 591–616 (2014)
Zhao, X.: On constraints qualification for an infinite system of quasiconvex inequalities in normed linear space. Taiwan. J. Math. 20(206), 685–697 (2016)
Acknowledgements
The authors are grateful to professor Miguel Ángel Goberna for his many helpful suggestions which have improved the presentation of the paper. Also, we would like to thank the three anonymous referees for carefully reading our work and for their helpful comments.
Author information
Authors and Affiliations
Corresponding author
Rights and permissions
About this article
Cite this article
Kanzi, N., Caristi, G. & Sadeghieh, A. Optimality conditions for semi-infinite programming problems involving generalized convexity. Optim Lett 13, 113–126 (2019). https://doi.org/10.1007/s11590-018-1256-8
Received:
Accepted:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s11590-018-1256-8