Composite semi-infinite optimization

被引：0
|
作者：
Dentcheva, Darinka [1 ]
Ruszczynski, Andrzej [2 ]
机构：
[1] Stevens Inst Technol, Dept Math Sci, Hoboken, NJ 07030 USA
[2] Rutgers State Univ, Dept Management Sci & Informat Syst, Piscataway, NJ 08854 USA
来源：
CONTROL AND CYBERNETICS | 2007年 / 36卷 / 03期
关键词：
semi-infinite optimization; nonsmooth optimization; composite optimization; stochastic programming; stochastic dominance;
D O I：
暂无
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
We consider a semi-infinite optimization problem in Banach spaces, where both the objective functional and the constraint operator are compositions of convex nonsmooth mappings and differentiable mappings. We derive necessary optimality conditions for these problems. Finally, we apply these results to nonconvex stochastic optimization problems with stochastic dominance constraints, generalizing earlier results.
引用
收藏
页码：633 / 646
页数：14
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