New Extremal Principles with Applications Stochastic and Semi-Infinite Programming

B. Mordukhovich, P. Perez-Aros

In this talk we present new extremal principles of variational analysis that are motivated by applications to constrained problems of stochastic programming and semi-infinite programming without smoothness and/or convexity assumptions. These extremal principles concerns measurable set-valued mappings/multifunctions with values in finite-dimensional spaces and are established in both exact and approximate forms. The obtained principles are instrumental to derive via variational approaches integral representations and upper estimates of regular and limiting normal cones to essential intersections of sets defined by measurable multifunctions, which are in turn crucial for novel applications to stochastic and semi-infinite programming.

Palabras clave: variational analysis, continuous optimization, stochastic and semi-infinite programming

GT11-1 MA-1 Optimización Continua. Homenaje a Marco Antonio López
5 de septiembre de 2019  14:45
I2L7. Edificio Georgina Blanes

R. Correa

A. Hantoute

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