CONDITIONS FOR THE UNIQUENESS OF THE OPTIMAL SOLUTION IN LINEAR SEMI-INFINITE PROGRAMMING

被引:5
|
作者
GOBERNA, MA
LOPEZ, MA
机构
[1] Faculty of Sciences, University of Alicante, Alicante
关键词
SEMI-INFINITE PROGRAMMING; OPTIMALITY CONDITIONS; OPTIMAL VALUE FUNCTION; DIFFERENTIABLE CONVEX FUNCTIONS;
D O I
10.1007/BF00940517
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
In this paper, we establish different conditions for the uniqueness of the optimal solution of a semi-infinite programming problem. The approach here is based on the differentiability properties of the optimal value function and yields the corresponding extensions to the general linear semi-infinite case of many results provided by Mangasarian and others. In addition, detailed optimality conditions for the most general problem are supplied, and some features of the optimal set mapping are discussed. Finally, we obtain a dimensional characterization of the optimal set, provided that a usual closedness condition (Farkas-Minkowski condition) holds.
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页码:225 / 246
页数:22
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