\(\varepsilon \)-optimality and \(\varepsilon \)-Lagrangian duality for a nonconvex programming problem with an infinite number of constraints (Q1028592): Difference between revisions

This paper deals with \(\varepsilon\)-optimality conditions for a nonconvex programming problem which has an infinite number of constraints. The objective function and the constraint functions are supposed to be locally Lipschitz on a Banach space. This problem has many applications in different fields such as mathematical physics, statistics, Chebyshev approximation, robotics, engineering design, optimal control, transportation problems, cooperative games, robust optimization, etc. In the first part of the paper, the authors introduce the concept of regular \(\varepsilon\)-solution and present Karush-Kuhn-Tucker (KKT) type conditions for \(\varepsilon\)-optimality without assuming constraint qualification. These conditions are also shown to be sufficient for \(\varepsilon\)-optimality when the constraints are convex and the objective function is \(\varepsilon\)-semiconvex. In the second part, quasisaddlepoints associated with an \(\varepsilon\)-Lagrangian functional are defined and relationships with the generalized KKT conditions are investigated. The authors formulate a Wolfe-type dual problem which allows to present \(\varepsilon\)-duality theorems and relationships between the KKT conditions and regular \(\varepsilon\)-solutions for the dual. Finally, these results are applied to two important infinite programming problems: the cone-constrained convex problem and the semidefinite programming problem.