Subdifferentials of Marginal Functions in Semi-infinite Programming

  • Authors:
  • Thai Doan Chuong;Nguyen Quang Huy;Jen-Chih Yao

  • Affiliations:
  • chuongthaidoan@yahoo.com;huyngq308@gmail.com;yaojc@math.nsysu.edu.tw

  • Venue:
  • SIAM Journal on Optimization
  • Year:
  • 2009

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Abstract

This paper proposes two new constraint qualification conditions (CQs) which are useful for a unified study of CQs from both a convex analysis and a nonsmooth analysis point of view. Our CQs cover the existing CQs of Mangasarian-Fromovitz and Farkas-Minkowski types. Some sufficient conditions for the validity of the new CQs are given. Under these CQs, we derive formulae for computing and/or estimating the (basic and singular) subdifferentials of marginal/optimal value function in semi-infinite programming from some results of modern variational analysis and generalized differentiation. Examples are given to illustrate the obtained formulae.