One-Parameter Families of Feasible Sets in Semi-infinite Optimization

  • Authors:

  • H. Th. Jongen;J.-J. Rückmann

  • Affiliations:

  • Aachen University of Technology, Dept. of Mathematics (C), D-52056 Aachen, Germany (email: jongen@rwth-aachen.de);Technische Universität München, Zentrum Mathematik, Lehrstuhl für Angewandte Mathematik, D-80290 München, Germany (email: rueckman@appl-math.tu-muenchen.de)

  • Venue:
  • Journal of Global Optimization
  • Year:
  • 1999

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Abstract

Feasible sets in semi-infinite optimization are basically defined by means of infinitely many inequality constraints. We consider one-parameter families of such sets. In particular, all defin-ing functions - including those defining the index set of the inequality constraints - will depend on a parameter. We note that a semi-infinite problem is a two-level problem in the sense that a point is feasible if and only if all global minimizers of a corresponding marginal function are nonnegative. For a quite natural class of mappings we characterize changes in the global topological structure of the corresponding feasible set as the parameter varies. As long as the index set (-mapping) of the inequality constraints is lower semicontinuous, all changes in topology are those which generically appear in one-parameter sets defined by finitely many constraints. In the case, however, that some component of the mentioned index set is born (or vanishes), the topological change is of global nature and is not controllable. In fact, the change might be as drastic as that when adding or deleting an (arbitrary) inequality constraint.