Composite semi-infinite optimization

• Autorzy: Dentcheva D. , Ruszczyński A.
• Języki publikacji: EN

Abstrakty

EN

We consider a semi-infinite optimization problem in Banach spaces, where both the objective functional and the constraint operator are compositions of convex nonsmooth mappings and differentiable mappings. We derive necessary optimality conditions for these problems. Finally, we apply these results to non-convex stochastic optimization problems with stochastic dominance constraints, generalizing earlier results.

Słowa kluczowe

EN

semi-infinite optimization; nonsmooth optimization; composite optimization; stochastic programming; stochastic dominance

• Wydawca: Systems Research Institute, Polish Academy of Sciences
• Czasopismo: Control and Cybernetics
• Rocznik: 2007
• Tom: Vol. 36, no 3
• Strony: 633--646
• Opis fizyczny: Bibliogr. 16 poz.

Twórcy

autor

Dentcheva D.

autor

Ruszczyński A.

• Stevens Institute of Technology, Department of Mathematical Sciences, Hoboken, NJ, USA,

Bibliografia

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