Abstract
This paper is devoted to the study of perturbed semi-infinite optimization problems, i.e., minimization over Rn with an infinite number of inequality constraints. We obtain the second-order expansion of the optimal value funtion and the first-order expansion of approximate optimal solutions in two cases: (i) when the number of binding constraints is finite and (ii) when the inequality constraints are parametrized by a real scalar. These results are partly obtained by specializing the sensitivity theory for perturbed optimization developed in part I (cf. [SIAM J. Control Optim., 34 (1996), pp. 1151-1171]) and deriving cone in the space C(Ω) of continuous real-valued functions.
Original language | English |
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Pages (from-to) | 1555-1567 |
Number of pages | 13 |
Journal | SIAM Journal on Control and Optimization |
Volume | 34 |
Issue number | 5 |
DOIs | |
State | Published - Sep 1996 |
Keywords
- Approximate solutions
- Directional constraint qualification
- Epilimits
- Marginal function
- Semi-infinite programming
- Sensitivity analysis