Abstract
We first consider subsmoothness for a function family and provide formulas of the subdifferential of the pointwise supremum of a family of subsmooth functions. Next, we consider subsmooth infinite and semi-infinite optimization problems. In particular, we provide several dual and primal characterizations for a point to be a sharp minimum or a weak sharp minimum for such optimization problems.
Similar content being viewed by others
References
Auslander A., Goberna M., López M.A.: Penalty and smoothning methods for convex semi-infinite programming. Math. Oper. Res. 34, 303–319 (2009)
Aussel D., Daniilidis A., Thibault L.: Subsmooth sets: functional characterizations and related concepts. Trans. Am. Math. Soc. 357, 1275–1301 (2005)
Brosowski B.: Parametric Semi-Infinite Optimization. Verlag Peter Lang, Frankfurt (1982)
Burke J.V., Deng S.: Weak sharp minima revisited. Part I: basic theory. Control Cybern. 31, 439–469 (2002)
Burke J.V., Ferris M.C.: Weak sharp minima in mathematical programming. SIAM J. Control Optim. 31, 1340–1359 (1993)
Clarke F.H.: Optimization and Nonsmooth Analysis. Wiley, New York (1983)
Clarke F.H., Stern R., Wolenski P.: Proximal smoothness and the lower-C2 property. J. Convex Anal. 2, 117–144 (1995)
Clarke F.H., Ledyaev Y., Stern R., Wolenski P.: Nonsmmoth Analysis and Control Theory. Springer, New York (1998)
Cromme L.: Strong uniqueness, a far-reaching criterion for the convergence analysis of iterative procedures. Numer. Math. 29, 179–193 (1978)
Ferris, M.C.: Weak Sharp Minima and Penalty Fucntions in Mathematical Programming. Ph.D. Thesis, University of Cambridge, Cambridge (1988)
Goberna A., López M.A.: Linear Semi-Infinite Optimization. Wiley, Chichster (1998)
Goberna, A., López, M.A. (eds): Semi-Infinite Programming—Recent Advances. Kluwer, Boston (2001)
Hantoute A., López M.A., Zalinescu C.: Subdifferential calculus rules in convex analysis: a unifying approach via pointwise supremum functions. SIAM J. Optim. 19, 863–882 (2008)
Henrion R., Outrata J.: Calmness of constraint systems with applications. Math. Program. 104, 437–464 (2005)
Hettich R., Kortanek K.O.: Semi-infinite programming: theory, methods, and applications. SIAM Rev. 35, 380–429 (1993)
Jittorntrum K., Osborne M.R.: Strong uniqueness and second order convergence in nonlinear discrete approximation. Numer. Math. 34, 439–455 (1980)
Jongen H.T., Ruuckmann J.-J., Stein O.: Generalized semi-infinite optimization: a first order optimality condition and examples. Math. Program. 83, 145–158 (1998)
Klatte D., Henrion R.: Regularity and stability in nonlinear semi-infinite optimization. Semi Infin Program Nonconvex Optim. Appl. 25, 69–102 (1998)
Lewis, A., Pang, J.S.: Error bounds for convex inequality systems. In: Crouzeix, J.-P., Martinez-Legaz, J.-E., Volle, M. (eds.) Generalized Convexity, Generalized Monotonicity: Recent Results, Proceedings of the 5th Symposium on Generalized Convexity, Luminy, 1996, pp. 75-0110. Kluwer, Dordrecht (1997)
López M.A., Vercher E.: Optimality conditions for nondifferentiable convex semi-infinite programming. Math. Program. 27, 307–319 (1983)
López M.A., Volle M.: A formula for the set of optimal solutions of a relaxed minimization problem, applications to subdifferential calculus. J. Convx Anal. 17, 1057–1075 (2010)
Mordukhovich B.S.: Variational Analysis and Generalized Differentiation, vol. I/II, Basic Theory. Springer, Berlin (2006)
Nurnberger G.: Global unicity in semi-infinite optimization. Numer. Funct. Anal. Optim. 8, 173–191 (1985)
Osborne M.R., Womersley R.S.: Strong uniqueness in sequential linear programming. J. Austral. Math. Soc. Ser. B 31, 379–384 (1990)
Pang J.S.: Error bounds in mathematical programming. Math. Program. 79, 299–332 (1997)
Polak E.: Optimization. Springer, New York (1997)
Poliquin R., Rockafellar R.T.: Prox-regular functions in variational analysis. Trans. Am. Math. Soc. 348(5), 1805–1838 (1996)
Reemtsen, R., Ruckmann, J.-J. (eds): Semi-Infinite Programming. Kluwer, Boston (1998)
Rockafellar R.T., Wets R.J.-B.: Variational Analysis. Springer, Berlin (1998)
Stein O.: Bi-Level Strategies in Semi-Infinite Programming. Kluwer, Boston (2003)
Studniarski M., Ward D.E.: Weak sharp minima: characterizations and sufficient conditions. SIAM J. Control Optim. 38, 219–236 (1999)
Tapia R.A., Trosset M.W.: An extension of the Karush–Kuhn–Tucker necessity conditions to infinite programming. SIAM Rev. 36, 1–17 (1994)
Vazquez F.G., Ruckmann J.J.: Extensions of the Kuhn–Tucker constraint qualification to generalized semi-infinite programming. SIAM J. Optim. 15, 926–937 (2005)
Zalinescu, C.: Weak sharp minima, well-behaving functions and global error bounds for convex inequalities in Banach spaces. In: Proceedings of 12th Baikal International Conference on Optimization Methods and Their Applications, Irkutsk, pp. 272–284 (2001)
Zalinescu C.: Convex Analysis in General Vector Spaces. World Scientific, Singapore (2002)
Zheng X.Y., Ng K.F.: Metric regularity and constraint qualifications for convex inequalities on Banach spaces. SIAM J. Optim. 14, 757–772 (2003)
Zheng X.Y., Ng K.F.: Linear regularity for a collection of subsmooth sets in Banach spaces. SIAM J. Optim. 19, 62–76 (2008)
Zheng X.Y., Yang X.Q.: Lagrange multipliers in nonsmooth semi-infinite optimization problems. Math. Oper. Res. 32, 168–181 (2007)
Zheng X.Y., Yang X.Q.: Weak sharp minima for semi-infinite optimization problems with applications. SIAM J. Optim. 18, 573–588 (2007)
Zheng X.Y., Yang X.Q.: Global weak sharp minima for convex (semi-)infinite optimization problems. J. Math. Anal. Appl. 248, 1021–1028 (2008)
Author information
Authors and Affiliations
Corresponding author
Additional information
This research was supported by an Earmarked Grant (GRF) from the Research Grant Council of Hong Kong and the National Natural Science Foundation of P. R. China (Grant No. 11061038).
Rights and permissions
About this article
Cite this article
Zheng, X.Y., Ng, K.F. Subsmooth semi-infinite and infinite optimization problems. Math. Program. 134, 365–393 (2012). https://doi.org/10.1007/s10107-011-0440-8
Received:
Accepted:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s10107-011-0440-8