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Mathematics Research Reports

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Semi-infinite and infinite programming

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Full-Text Articles in Applied Mathematics

Quantitative Stability Of Linear Infinite Inequality Systems Under Block Perturbations With Applications To Convex Systems, M J. Cánovas, M A. Lopez, Boris S. Mordukhovich, J Parra Apr 2011

Quantitative Stability Of Linear Infinite Inequality Systems Under Block Perturbations With Applications To Convex Systems, M J. Cánovas, M A. Lopez, Boris S. Mordukhovich, J Parra

Mathematics Research Reports

The original motivation for this paper was to provide an efficient quantitative analysis of convex infinite (or semi-infinite) inequality systems whose decision variables run over general infinite-dimensional (resp. finite-dimensional) Banach spaces and that are indexed by an arbitrary fixed set J. Parameter perturbations on the right-hand side of the inequalities are required to be merely bounded, and thus the natural parameter space is loo(J). Our basic strategy consists of linearizing the parameterized convex system via splitting convex inequalities into linear ones by using the Fenchel-Legendre conjugate. This approach yields that arbitrary bounded right-hand side perturbations of the convex system turn …


Quantitative Stability And Optimality Conditions In Convex Semi-Infinite And Infinite Programming, M J. Cánovas, M A. Lopez, Boris S. Mordukhovich, J Parra Dec 2010

Quantitative Stability And Optimality Conditions In Convex Semi-Infinite And Infinite Programming, M J. Cánovas, M A. Lopez, Boris S. Mordukhovich, J Parra

Mathematics Research Reports

This paper concerns parameterized convex infinite (or semi-infinite) inequality systems whose decision variables run over general infinite-dimensional Banach (resp. finite-dimensional) spaces and that are indexed by an arbitrary fixed set T. Parameter perturbations on the right-hand side of the inequalities are measurable and bounded, and thus the natural parameter space is loo(T). Based on advanced variational analysis, we derive a precise formula for computing the exact Lipschitzian bound of the feasible solution map, which involves only the system data, and then show that this exact bound agrees with the coderivative norm of the aforementioned mapping. On one hand, in this …


Variational Analysis In Semi-Infinite And Infinite Programming, Ii: Necessary Optimality Conditions, M J. Cánovas, M A. Lopez, Boris S. Mordukhovich, J Parra Jul 2009

Variational Analysis In Semi-Infinite And Infinite Programming, Ii: Necessary Optimality Conditions, M J. Cánovas, M A. Lopez, Boris S. Mordukhovich, J Parra

Mathematics Research Reports

This paper concerns applications of advanced techniques of variational analysis and generalized differentiation to problems of semi-infinite and infinite programming with feasible solution sets defined by parameterized systems of infinitely many linear inequalities of the type intensively studied in the preceding development [5] from our viewpoint of robust Lipschitzian stability. We present meaningful interpretations and practical examples of such models. The main results establish necessary optimality conditions for a broad class of semi-infinite and infinite programs, where objectives are generally described by nonsmooth and nonconvex functions on Banach spaces and where infinite constraint inequality systems are indexed by arbitrary sets. …


Variational Analysis In Semi-Infinite And Infinite Programming, I: Stability Of Linear Inequality Systems Of Feasible Solutions, M J. Cánovas, M A. Lopez, Boris S. Mordukhovich, J Parra Jun 2009

Variational Analysis In Semi-Infinite And Infinite Programming, I: Stability Of Linear Inequality Systems Of Feasible Solutions, M J. Cánovas, M A. Lopez, Boris S. Mordukhovich, J Parra

Mathematics Research Reports

This paper concerns applications of advanced techniques of variational analysis and generalized differentiation to parametric problems of semi-infinite and infinite programming, where decision variables run over finite-dimensional and infinite-dimensional spaces, respectively. Part I is primarily devoted to the study of robust Lipschitzian stability of feasible solutions maps for such problems described by parameterized systems of infinitely many linear inequalities in Banach spaces of decision variables indexed by an arbitrary set T. The parameter space of admissible perturbations under consideration is formed by all bounded functions on T equipped with the standard supremum norm. Unless the index set is finite, this …


Robust Stability And Optimality Conditions For Parametric Infinite And Semi-Infinite Programs, M J. Cánovas, M A. Lopez, Boris S. Mordukhovich, J Parra Dec 2008

Robust Stability And Optimality Conditions For Parametric Infinite And Semi-Infinite Programs, M J. Cánovas, M A. Lopez, Boris S. Mordukhovich, J Parra

Mathematics Research Reports

This paper primarily concerns the study of parametric problems of infinite and semi-infinite programming, where functional constraints are given by systems of infinitely many linear inequalities indexed by an arbitrary set T, where decision variables run over Banach (infinite programming) or finite-dimensional (semi-infinite case) spaces, and where objectives are generally described by nonsmooth and nonconvex cost functions. The parameter space of admissible perturbations in such problems is formed by all bounded functions on T equipped with the standard supremum norm. Unless the index set T is finite, this space is intrinsically infinite-dimensional (nonreflexive and nonseparable) of the l(infinity)-type. By using …