First-order optimality conditions for convex semi-infinite min-max programming with noncompact sets (Q2379825)

The paper deals with the derivation of optimality criteria for the convex semi-infinite min-max optimization problem of minimizing the maximum of finitely many convex functions subject to finitely many convex semi-infinite constraints, where, in contrast to the normally studied case, the index sets determining the constraints do not need to be compact. The basic tools for the analysis are certain characterizations of the subderivative and the subdifferential of sup-type functions which are developed in the first part of the paper. These characterizations are used in the second part of the paper to state and verify first-order necessary and sufficient optimality conditions for the denoted problem.