Composite semi - infinite optimization

نویسندگان

  • Darinka Dentcheva
  • Andrzej Ruszczyński
چکیده

Abstract: 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 nonconvex stochastic optimization problems with stochastic dominance constraints, generalizing earlier results.

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تاریخ انتشار 2007