Alternative KKT conditions for (semi)infinite convex optimization
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http://hdl.handle.net/10045/137498
Title: | Alternative KKT conditions for (semi)infinite convex optimization |
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Authors: | Correa, Rafael | Hantoute, Abderrahim | López Cerdá, Marco A. |
Research Group/s: | Laboratorio de Optimización (LOPT) |
Center, Department or Service: | Universidad de Alicante. Departamento de Matemáticas |
Keywords: | Infinite-dimensional convex optimization | Semi-infinite convex programming | Supremum of convex functions | Subdifferential calculus | KKT-optimality conditions |
Issue Date: | 15-Sep-2023 |
Publisher: | Taylor & Francis |
Citation: | Optimization. 2023. https://doi.org/10.1080/02331934.2023.2256752 |
Abstract: | This paper is intended to provide an updated survey of recent optimality theory for infinite-dimensional convex programming. It aims at establishing theoretical support for algorithmic developments. Two alternative strategies inspire the approaches presented in the paper. The first one consists of replacing the family of constraints by a single one, appealing to the supremum function, and is based on various characterizations of the subdifferential of the pointwise supremum of convex functions. The second one uses appropriate characterizations of affine consequent inequalities of the constraint system exploiting ad hoc constraint qualifications. |
Sponsor: | The first author was partially supported by ANID grant Fondecyt Regular 1190110 and Centro de Modelamiento Matemático (CMM), ACE210010 and FB210005, BASAL funds for centers of excellence from ANID-Chile. The research of the second and third author is supported by the Research Project PGC2018-097960-B-C21 from MICINN, Spain. The research of the second author is also supported by MICIU of Spain and Universidad de Alicante (Contract Beatriz Galindo BEA- GAL 18/00205), AICO/2021/165 of Generalitat Valenciana, and Basal CMM FB210005. The third author is also supported by the Australian ARC – Discovery Projects DP 180100602. |
URI: | http://hdl.handle.net/10045/137498 |
ISSN: | 0233-1934 (Print) | 1029-4945 (Online) |
DOI: | 10.1080/02331934.2023.2256752 |
Language: | eng |
Type: | info:eu-repo/semantics/article |
Rights: | © 2023 Informa UK Limited, trading as Taylor & Francis Group |
Peer Review: | si |
Publisher version: | https://doi.org/10.1080/02331934.2023.2256752 |
Appears in Collections: | INV - LOPT - Artículos de Revistas INV - GAM - Artículos de Revistas |
Files in This Item:
File | Description | Size | Format | |
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Correa_etal_2023_Optimization_final.pdf | Versión final (acceso restringido) | 1,68 MB | Adobe PDF | Open Request a copy |
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