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1931. Non-active constraints in convex infinite optimization
Invited abstract in session TC-42: Variational Analysis and Subdifferential techniques, stream Variational Analysis and Continuous Optimization.
Tuesday, 12:30-14:00Room: 98 (building: 306)
Authors (first author is the speaker)
| 1. | Abderrahim Hantoute
|
| Mathematics, Universidad de Alicante |
Abstract
We provide optimality conditions for general convex infinite optimization problems in absence of compactness assumptions. Hence, no prerequisites are considered on the constraints index set and no continuity-like behavior is assumed on the dependence of these constraints with respect to the
parameters. The resulting KKT and Fritz-John conditions involve only the objective and the constraint functions, enlightening the different roles played by the (almost) active and non-active constraints. Namely, the Lagrange multipliers associated with non-active constraints can be made very small. The main ingredient is new representations of
both the subdifferential of the supremum function and the normal cone of its efective domain.
Keywords
- Convex Optimization
- Continuous Optimization
- Programming, Constraint
Status: accepted
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