R. Correa
We derive new Fritz-John and KKT-type optimality conditions for semi-infinite convex optimization, dropping out the continuity/closedness assumptions. When the family of functions is finite, we use continuity conditions concerning only the active functions, and not all the data functions. To this aim, we start by characterizing the subdifferential of the supremum function of finitely and infinitely indexed families of convex functions. This will be done under weak continuity assumptions. The resulting formulas are given in terms of the exact subdifferential of the data functions at the reference point, and not at nearby points.
Palabras clave: Convex optimization, subdifferential calculus, optimality conditions
Programado
GT11-1 MA-1 Optimización Continua. Homenaje a Marco Antonio López
5 de septiembre de 2019 14:45
I2L7. Edificio Georgina Blanes