Skip to main content
Log in

Nonsmooth semi-infinite programming problem using Limiting subdifferentials

  • Published:
Journal of Global Optimization Aims and scope Submit manuscript

Abstract

In this paper, we establish necessary and sufficient optimality conditions for nonsmooth semi-infinite programming problem using the powerful tool of limiting subdifferentials. We also formulate Wolfe and Mond-Weir type duals for nonsmooth semi-infinite programming problem and establish weak, strong and strict converse duality theorems for semi-infinite programming problem and the corresponding dual problems.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Subscribe and save

Springer+ Basic
$34.99 /Month
  • Get 10 units per month
  • Download Article/Chapter or eBook
  • 1 Unit = 1 Article or 1 Chapter
  • Cancel anytime
Subscribe now

Buy Now

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. Ansari Q.H., Yao J.C.: On nondifferential and nonconvex vector optimization problems. J. Optim. Theory Appl. 106, 475–488 (2000)

    Article  Google Scholar 

  2. Canovas M.J., Lopez M.A., Mordukhovich B.S., Parra J.: Variational analysis in semi-infinite and finite programming, I: stability of linear inequality systems of feasible solutions. SIAM J. Optim. 20, 1504–1526 (2009)

    Article  Google Scholar 

  3. Canovas, M.J., Lopez, M.A., Mordukhovich, B.S., Parra, J.: Variational analysis in semi-infinite and finite programming, II: necessary optimality conditions. preprint

  4. Dinh, N., Morukhovich, B.S., Nghia, T.T.A.: Subdifferentials of value functions and optimality conditions for DC and bilevel infinite and semi-infinite programs. Math. Program. Ser. B. doi:10.1007/s10107-009-0323-4

  5. Goberna M.A., Lopez M.A.: Linear semi-infinite programming theory: an updated survey. Eur. J. Oper. Res. 143, 390–405 (2002)

    Article  Google Scholar 

  6. Gunzel H., Jongen H.T., Stein O.: Generalized semi-infinite programming: on generic local minimizers. J. Global Otim. 42(3), 413–421 (2008)

    Article  Google Scholar 

  7. Gustafson S.A.: Semi-infinite programming: approximation methods. In: Floudas, C.A., Pardalos, P.M. (eds) Encyclopedia of Optimization, pp. 3404–3408. Springer, Berlin (2009)

    Chapter  Google Scholar 

  8. Gustafson S.A.: Semi-infinite programming: methods for linear problems. In: Floudas, C.A., Pardalos, P.M. (eds) Encyclopedia of Optimization, pp. 3424–3429. Springer, Berlin (2009)

    Chapter  Google Scholar 

  9. Hettich R., Kortanek K.O.: Semi-infinite programming: theory, methods and applications. SIAM Rev. 35, 380–429 (1993)

    Article  Google Scholar 

  10. Hettich R., Kaplan A., Tichatschke R.: Semi-infinite programming: numerical methods. In: Floudas, C.A., Pardalos, P.M. (eds) Encyclopedia of Optimization, pp. 3429–3434. Springer, Berlin (2009)

    Chapter  Google Scholar 

  11. Hettich R., Still G.: Semi-infinite programming: second order optimality conditions. In: Floudas, C.A., Pardalos, P.M. (eds) Encyclopedia of Optimization, pp. 3434–3439. Springer, Berlin (2009)

    Chapter  Google Scholar 

  12. Jongen H.T., Stein O.: Smoothing methods for semi-infinite optimization. In: Floudas, C.A., Pardalos, P.M. (eds) Encyclopedia of Optimization, pp. 3617–3622. Springer, Berlin (2009)

    Chapter  Google Scholar 

  13. Kanzi N., Nobakhtian S.: Optimality conditions for non-smooth semi-infinite programming. Optimization 59(5), 717–727 (2010)

    Article  Google Scholar 

  14. Kanzi N., Nobakhtian S.: Nonsmooth semi-infinite programming problems with mixed constraints. J. Math. Anal. Appl. 351, 170–181 (2009)

    Article  Google Scholar 

  15. Kortanek K.O., Medvedev V.G.: Semi-infinite programming and applications in finance. In: Floudas, C.A., Pardalos, P.M. (eds) Encyclopedia of Optimization, pp. 3396–3404. Springer, Berlin (2009)

    Chapter  Google Scholar 

  16. Kortanek K.O., Zhang Q.: Semi-infinite programming, semidefinite programming and perfect duality. In: Floudas, C.A., Pardalos, P.M. (eds) Encyclopedia of Optimization, pp. 3439–3445. Springer, Berlin (2009)

    Chapter  Google Scholar 

  17. Levitin E., Tichatschke R.: A branch-and-bound approach for solving a class of generalized semi-infinite programming problems. J. Global Optim. 13(3), 299–315 (1998)

    Article  Google Scholar 

  18. Li D.H., Liqun Q., Tam J., Wu S.Y.: A smoothing Newton method for semi-infinite programming. J. Global Optim. 30, 169–194 (2004)

    Article  Google Scholar 

  19. Liu G.X.: A homotopy interior point method for semi-infinite programming problems. J. Global Optim. 37(4), 631–646 (2007)

    Article  Google Scholar 

  20. Lopez M., Still G.: Semi-infinite programming. Eur. J. Oper. Res. 180, 491–518 (2007)

    Article  Google Scholar 

  21. Mordukhovich, B.S.: Variational Analysis and Generalized Differentiation. I. Basic Theory. Springer, Berlin (2006)

  22. Mordukhovich, B.S.: Variational Analysis and Generalized Differentiation. II. Basic Theory. Springer, Berlin (2006)

  23. Mond B., Weir T.: Generalized Concavity and Duality, Generalized Concavity in Optimization and Economics, pp. 263–279. Academic Press, New York, NY, USA (1981)

    Google Scholar 

  24. Reemtsen R.: Semi-infinite programming: discretization methods. In: Floudas, C.A., Pardalos, P.M. (eds) Encyclopedia of Optimization, pp. 3417–3424. Springer, Berlin (2009)

    Chapter  Google Scholar 

  25. Rubio J.E.: Semi-infinite programming and control problems. In: Floudas, C.A., Pardalos, P.M. (eds) Encyclopedia of Optimization, pp. 3408–3417. Springer, Berlin (2009)

    Chapter  Google Scholar 

  26. Shapiro A.: On duality theory of convex semi-infinite programming. Optimization 54, 535–543 (2005)

    Article  Google Scholar 

  27. Shapiro A.: Semi-infinite programming, duality, discretization and optimality condition. Optimization 58(2), 133–161 (2009)

    Article  Google Scholar 

  28. Soleimani-damaneh M., Jahanshahloo G.R.: Nonsmooth multiobjective optimization using limiting subdifferentials. J. Math. Anal. Appl. 328, 281–286 (2007)

    Article  Google Scholar 

  29. Stein O.: Adaptive convexification in semi-infinite optimization. In: Floudas, C.A., Pardalos, P.M. (eds) Encyclopedia of Optimization, pp. 13–19. Springer, Berlin (2009)

    Chapter  Google Scholar 

  30. Yuana D., Chinchuluunb A., Liua X., Pardalos P.M.: Generalized convexities and generalized gradients based on algebraic operations. J. Math. Anal. Appl. 321, 675–690 (2006)

    Article  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to S. K. Mishra.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Mishra, S.K., Jaiswal, M. & Le Thi, H.A. Nonsmooth semi-infinite programming problem using Limiting subdifferentials. J Glob Optim 53, 285–296 (2012). https://doi.org/10.1007/s10898-011-9690-5

Download citation

  • Received:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s10898-011-9690-5

Keywords

Navigation