Approximate Optimality in Semi Infinite Programming

In this chapter we define the concept of approximate optimal solutions for semi infinite programming problems. The KKT type necessary optimality conditions, characterizing approximate optimal solutions, are derived using the exact penalty function approach. Finally we provide the bound on the penalt...

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Bibliographic Details
Published inModeling, Computation And Optimization pp. 155 - 169
Main Authors Gupta, Deepali, Mehra, Aparna
Format Book Chapter
LanguageEnglish
Published WORLD SCIENTIFIC 01.04.2009
Subjects
approximate optimality conditions
exact penalty function
approximate optimal solution
Semi infinite programming
Online AccessGet full text
ISBN9789814467896
9814273511
9789814273503
9814467898
9789814273510
9814273503
DOI10.1142/9789814273510_0010

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Summary:In this chapter we define the concept of approximate optimal solutions for semi infinite programming problems. The KKT type necessary optimality conditions, characterizing approximate optimal solutions, are derived using the exact penalty function approach. Finally we provide the bound on the penalty parameter in terms of dual variables so as to obtain an almost approximate solution for the primal semi infinite programming problem.
ISBN:9789814467896
9814273511
9789814273503
9814467898
9789814273510
9814273503
DOI:10.1142/9789814273510_0010