On the algorithm of determination of immobile indices for convex SIP problems

• Author(s): Kostyukova, Olga I. ; Tchemisova, Tatiana V. ; Yermalinskaya, Svetlana A.
• Date: 2008
• Persistent ID: http://hdl.handle.net/10773/6178
• Origin: RIA - Repositório Institucional da Universidade de Aveiro
• Subject(s): Convex Semi-Infinite Programming; Non-Linear Programming; Optimality criterion; Constraint qualification condition; Immobile index; Immobility order
• Document Type: Article
• Language: English

Description

We consider convex Semi-Infinite Programming (SIP) problems with a continuum of constraints. For these problems we introduce new concepts of immobility orders and immobile indices. These concepts are objective and important characteristics of the feasible sets of the convex SIP problems since they make it possible to formulate optimality conditions for these problems in terms of optimality conditions for some NLP problems (with a finite number of constraints). In the paper we describe a finite algorithm (DIO algorithm) of determination of immobile indices together with their immobility orders, study some important properties of this algorithm, and formulate the Implicit Optimality Criterion for convex SIP without any constraint qualification conditions (CQC). An example illustrating the application of the DIO algorithm is provided.