Abstract
The problem of the minimization of a functionf: ℝn→ℝ under finitely many equality constraints and perhaps infinitely many inequality constraints gives rise to a structural analysis of the feasible setM[H, G]={x∈ℝn¦H(x)=0,G(x, y)≥0,y∈Y} with compactY⊂ℝr. An extension of the well-known Mangasarian-Fromovitz constraint qualification (EMFCQ) is introduced. The main result for compactM[H, G] is the equivalence of the topological stability of the feasible setM[H, G] and the validity of EMFCQ. As a byproduct, we obtain under EMFCQ that the feasible set admits local linearizations and also thatM[H, G] depends continuously on the pair (H, G). Moreover, EMFCQ is shown to be satisfied generically.
Original language | English |
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Pages (from-to) | 529-552 |
Number of pages | 0 |
Journal | Journal of optimization theory and applications |
Volume | 72 |
Issue number | 3 |
DOIs | |
Publication status | Published - 1992 |
Keywords
- reduction principle
- IR-85875
- Genericity
- METIS-140348
- Structure of the feasible set
- topological stability
- Semi-infinite optimization