Properties of Inequality Systems and Their Influence in Convex Optimization
Marco Antonio López Cerdá (University of Alicante)
Abstract: In this seminar, different optimality conditions are presented for the convex optimization problem with an arbitrary number of constraints. One possible approach is to replace the set of constraints by a single constraint involving the supremum function, and to appeal to different characterizations of its subdifferential. With a view to this goal, we extend to infinite convex systems two constraint qualifications that are crucial in semi-infinite linear programming. The first one, called the Farkas-Minkowski property, is global in nature, while the other one is a local property, which is known as the local Farkas-Minkowski property. Four different KKT-type optimality conditions are then deduced, either exact or asymptotic, under progressively weaker constraint qualifications.
optimization and control
Audience: learners
Comments: The address and password of the zoom room of the seminar are sent by e-mail on the mailinglist of the seminar one day before each talk
One World Optimization seminar
Series comments: Description: Online seminar on optimization and related areas
The address and password of the zoom room of the seminar are sent by e-mail on the mailinglist of the seminar one day before each talk
| Organizers: | Sorin-Mihai Grad*, Radu Ioan Boț, Shoham Sabach, Mathias Staudigl |
| *contact for this listing |