• Tidak ada hasil yang ditemukan

Necessary optimality conditions in nonsmooth semi-infinite multiobjective optimization under metric subregularity

N/A
N/A
Nguyễn Gia Hào

Academic year: 2023

Membagikan "Necessary optimality conditions in nonsmooth semi-infinite multiobjective optimization under metric subregularity"

Copied!
6
0
0

Teks penuh

(1)

Open Access Full Text Article

Research Article

1University of Technology, VNU-HCM, Vietnam

2University of Information Technology, VNU-HCM, Vietnam

3University of Science, VNU-HCM, Vietnam

4Can Tho University of Technology, Vietnam

Correspondence

Nguyen Minh Tung, University of Science, VNU-HCM, Vietnam Email: [email protected]

History

Received:04-12-2019

Accepted:28-12-2020

Published:31-12-2020 DOI :10.32508/stdjet.v3iSI3.637

Copyright

© VNU-HCM Press.This is an open- access article distributed under the terms of the Creative Commons Attribution 4.0 International license.

Necessary optimality conditions in nonsmooth semi-infinite multiobjective optimization under metric subregularity

Nguyen Dinh Huy

1

, Cao Thanh Tinh

2

, Nguyen Minh Tung

3,*

, Cao Thi Be Oanh

4

Use your smartphone to scan this QR code and download this article

ABSTRACT

We consider nonsmooth semi-infinite multiobjective optimization problems under mixed con- straints, including infinitely many mixed constraints by using Clarke subdifferential. Semi-infinite programming (SIP) is the minimization of many scalar objective functions subject to a possibly infi- nite system of inequality or/and equality constraints. SIPs have been proved to be very important in optimization and applications. Semi-infinite programming problems arise in various fields of engi- neering such as control systems design, decision-making under competition, and multi-objective optimization. There is extensive literature on standard semi-infinite programming problems. The investigation of optimality conditions for these problems is always one of the most attractive topics and has been studied extensively in the literature. In our work, we study optimality conditions for weak efficiency of a multi-objective semi-infinite optimization problem under mixed constraints in- cluding infinitely many of both equality and inequality constraints in terms of Clarke sub-differential.

Our conditions are the form of the Karush-Kuhn-Tucker (KKT) multiplier. To the best of our knowl- edge, only a few papers are dealing with optimality conditions for SIPs subject to mixed constraints.

By the Pshenichnyi-Levin-Valadire (PLV) property and the directional metric sub-regularity, we intro- duce a type of Mangasarian-Fromovitz constraint qualification (MFCQ). Then we show that (MFCQ) is a sufficient condition to guarantee the extended Abadie constraint qualification (ACQ) to satisfy.

In our constraint qualifications, all functions are nonsmooth and the number of constraints is not necessarily finite. In our paper, we do not need the involved functions: convexity and differentia- bility. Later, we apply the extended Abadie constraint qualification to get the KKT multipliers for weak efficient solutions of SIP. Many examples are provided to illustrate some advantages of our results. The paper is organized as follows. In Section Preliminaries, we present our basic defini- tions of nonsmooth and convex analysis. Section Main Results prove necessary conditions for the weakly efficient solution in terms of the Karush-Kuhn-Tucker multiplier rule with the help of some constraint qualifications.

Key words:Optimality condition, SIP, constraint qualification, weak efficiency, metric subregularity

INTRODUCTION

Semi-infinite optimization (SIP) is the simultaneous minimization of finitely many scalar objective func- tions under an arbitrary set of inequality constraints or/and equality constraints. (SIPs) arise in many fields of applied mathematics such as robotics, control sys- tem design, etc, see for instance1–3. Investigation of optimality conditions for SIPs has been considered extensively in the literature.

With linear semi-infinite systems, Goberna4 intro- duced he Farkas-Minkowski property, Puenten and Vera5 proposed the local Farkas-Minkowski prop- erty and used it as a constraint qualification to get Lagrange multipliers. For convexsemi-infinite opti- mization, many constraint qualifications have been studied in Lopez and Vercher6. With the help of the Abadie constraint qualification, optimality con- ditions for semi-infinite systems of convex and linear

inequalities were developed in Li7. For smooth prob- lems, Stein8proposed the Abadie and Mangasarian- Fromovitz constraint qualifications to conisder opti- mality conditions. By employing variational analysis, Mordukhovich and Nghia9obtained necessary con- ditions under the extended perturbed Mangasarian- Fromovitz and Farkas–-Minkowski constraint qualifi- cation. For nonsmooth problem with inequality con- straints, Zheng and Yang10employed the directional derivative to obtain Lagrange multiplier rules. Kanzi and Nobakhtian11,12introduced several nonsmooth analogues of the Abadie constraint qualification and the Pshenichnyi-Levin-Valadire property and applied them to obtain optimality conditions. Chuong13pro- posed the limiting constraint qualification in terms of the Mordukhovich subdifferential and applied it to optimality conditions. Kanzi14investigated nons- mooth semi-infinite problems with mixed constraints by the Michel-Penot subdifferential. We observe that

Cite this article :Huy N D, Tinh C T, Tung N M, Oanh C T B.Necessary optimality conditions in non- smooth semi-infinite multiobjective optimization under metric subregularity. Sci. Tech. Dev. J. – Engineering and Technology;3(SI3):SI52-SI57.

(2)

the constraints in the above mentioned papers con- tain finitely many equalities. There are very few pub- lications dealing with infinitely many equality con- straints.

In this paper we investigate opyimality conditions for weak efficiency of a multiobjective semi-infinite optimization problem under mixed constraints in- cluding infinitely many of both equality and in- equality constraints in terms of Clarke subdifferen- tial. By the Pshenichnyi-Levin-Valadire (PLV) prop- erty and the directional metric subregularity, we pro- pose Mangasarian-Fromovitz constraint qualification (MFCQ) to guarantee the extend Abadie constraint qualification (ACQ) to satisfy. In our constraint qual- ifications, all functions are nonsmooth and the num- ber of the equality constraints is not necessary finite.

Then, we apply them to get the KKT multipliers. The paper is organized as follows. In SectionPrelininar- ies, we present our basic definitions. SectionMain re- sultsprove necessary conditions for weak efficiency in terms of Karush-Kuhn-Tucker multiplier under some constraint qualification.

RELIMINARIES

N,RnandRn+stand for the set of the natural num- bers, a n-dimensional vector space and its nonneg- ative orthant, respectively (resp). B(x,r) denotes the open ball with centre x and radius r. For M Rn, intM, clM, bdM andcoM stand for its interior, closure, boundary, and convex hull of M, resp. The cone hull ofM is defined byconeM:=

{λx???,x∈M}. The contingent cone of M Rnat_x∈clMis

T(M,x)_ :={d∈Rn,tn00+,∃dn→d, x_+tndn∈M,∀n∈N}.

A map f :RnRis locally Lipschitz atx0Rnif there is a neighborhood U ofx0 and a real number x0Rnsuch that

||f(x)−f(y)|| ≤L||x−y||,∀x,y∈U.

A set-valued mapF:Rn2Rmis concave if

∀a,b∈Rn,∀λ[0,1],

λF(a) + (1λ)F(b) Fa+ (1λ)b). Definition 2.1. (15)

Letf:RnRandx0,d∈Rn. The Clarke directional derivative offatx0in directiondis

f0(x0,d):=lim supxx0,t0+

f(x+td)f(x) t

and the Clarke subdifferential offatx0is

Cf(x0):=

{xRn??f0(x0,d)≥ ⟨x,d⟩,∀d∈Rn} . Recall that the directional offatx0in directiondis

f(x0,d):=lim supt0+ f(x0+td)f(x0) t

fis regular atx0iff0(x0,d) =f(x0,d)..

The following properties will be useful in the sequel (15).

Proposition 2.1

Letf,g:RnRbe locally Lipschitz atx0Rnand d∈Rn.

(i)d7→f0(x0,d)is finite, positivel homogeneous and subadditive onRn, and∂(

f0(x0)

(0) =∂Cf(x0), where∂ denotes the subdifferential in the sense of convex analysis.

(ii)∂Cf(x0)is a nonempty, convex and compact sub- set ofRnand, for every

d∈Rn,f0(x0,d) = maxxCf(x0)⟨x,d⟩.

(iii)∂C(f+g) (x0)Cf(x0) +∂Cg(x0). If in addi- tion bothf andgare regular atx0, then the equality holds.

(iv) Ifx0is a local minimum off, then0Cf(x0). Besides single-valued directional derivatives, we need the following set-valued directional derivatives.

Definition 2.2

The Hadamard set-valued directional derivative off: RnRatx0Rnin directiond0Rnis

D f(x0,d):={y∈Rm??tn0+,∃dn→d, y=limntn1(f(x0+tndn)−f(x0))}

Definition 2.3(16)

f:RnR,x0Rn, andy0=f(x0).fis said to be- directionally metrically subregular atx0in directiond if there are a neighborhoodUofx0,a≥0,andr>0, fort∈(0,r)andv∈BX(d,r),d(

x0+tv,f1(y0))

ad(y0,f(x0+tv)).

Proposition 2.2

f : Rn R, x0 Rn, and y0 = f(x0). If 0 ̸∈

D f(x0) (d)thenfis directionally metrically subreg- ular atx0in directiond.

Proof.Suppose there aretn0anddn→dsuch that, for alln,

d(

x0+tndn,f1(y0))

>nd(y0,f(x0+tndn)).Then, there existsyn=f(x0+tndn)such that

||yn−y0||<n1||(x0+tndn)−x0||, tn1||yn−y0||<n1||dn||.

By settingvn =tn1(yn−y0),, one hasvn0and y0+tnvn=f(x0+tndn),i.e.,0∈D f(x0) (d), which contradicts the assumption.□

The following example present that the sufficient con- dition given in Proposition 2.2 is not necessary.

Example 2.1Letf:R2Rbe defined by

f(x1,x2) =|x1−x2|andd1= (1,0). We can check that0̸∈D f(0)(d1) ={1}, hence the assumption of Proposition 2.2 is fulfilled. By calculations, we have that

d(

tv,f1(0))

=21/2t|v1−v2|, d(0,f(tv)) =t|v1−v2|

(3)

forv= (v1,v2)R2andt∈R+withtv̸∈ f1(0).

Then, for r > 0, t (0,r), and v B(d1,r),

t

2|v1−v2| ≤t|v1−v2|, i.e.,d(

tv,f1(0))

≤d(0,f(tv)).

Hence,fis directionally metrically subregular at 0 in directiond1 in Proposition 2.2. Now we replaced1 byd2= (1,1). Similarly, we check that the above in- equality holds forr>0,t∈(0,r), andv∈B(d2,r).

However,0∈D f(0,0) (d2) ={0}..

MAIN RESULTS

We investigate the fmultiobjective semi-infinite opti- mization problem under mixed constraints:

(P)minRm+s.t.

{

gi(x)0,i∈I hj(x)0, j∈J

wheref:= (f1, ..., fm):RnRm,gi:RnRfor i∈I, andhj:RnRforj∈J, are locally Lipschitz.

The index setsIandJare arbitrary. The feasible set of problem (P) is

Ω:={x∈Rn? {

gi(x)0,i∈I hj(x)0, j∈J

} .

Definition 3.1 For the problem (P) andx0Ω.x0is called a local weak efficient solution of (P), written as x0∈LW(P), if there is a neighborhoodUofx0such that

(f(U∩Ω)−f(x))(

intRm+

)=∅.

We denoteI(x0):={i∈I?gi(x0) =0}and L(Ω,x0):=

{ d∈X?

{

g0i(x0,d)0,∀i∈I(x0) h0i(x0,d) =0,∀j∈J(x0)

}}

,

:=iI(x0)Cgi(x0)

jJ

(∂Chj(x0)C

(−hj

)(x0)) ,

G(x) := supiIgi(x), H(x) :=

supjJmax{

hj(x),−hj(x)} .

Definition 3.2 (5) The Pshenichnyi-Levin-Valadire (PLV) property holds atx0Ωwith respect to (wrt) GiffGis locally Lipschitz aroundx0and∂CG(x0) conviI(x0)Cgi(x).

If I is finite andgiare locally Lipschitz aroundx0for i∈I, obviously the problem (P) has the Pshenichnyi- Levin-Valadire (PLV) property atx0ΩwrtG. Suffi- cient conditions forGto be locally Lipschitz were con- sidered17.

Definition 3.3For (P) andx0Ω.

(i) The extended Abadie constraint qualification (ACQ) satisfies atx0ifL(Ω,x0) =T(Ω,x0). (ii) The extend Mangasarian-Fromovitz constraint qualification (MFCQ) satisfies atx0 if there existsd_ such that

(a)g0i(x0,d)_ <0for alli∈I(x0);

(b) H is directionally metrically subregular at x0, DH(x0)is concave onX,hjis regular for all j∈J, and0∈DH

( x0,d_

) .

Theorem 3.1If (P) has the (PLV) property atx0wrt G and the (MFCQ) satisfies atx0, then the (ACQ) satisfies atx0.

Proof. By the (MFCQ), there is d_ such that goi(x0,d)_ <0for alli∈I(x0). This implies that

⟨x,d_⟩<0,∀xiI(x0)Cgi(x),

⟨x,d⟩_ <0,∀x∈conv(iI(x0)Cgi(x)).

By (PLV), one has ⟨x,

d⟩_ < 0 for all x CG(x0) and so G0

( x0,d_

)

< 0. Then, lim supt0+G0(x0+t

_

d)G(x0)

t G0

( x0,d_

)

< 0, which implies there areβandεsuch that

(1) G (

x0+td_

)−G(x0) < −tβ,∀t (0,ε). Be- sides, as0∈DH

( x0,d_

)

,there existtn0+,dn

_

d,andzn0such thattnzn∈H(x0+tndn). The met- ric subregularity ofHgivesa≥0such that, for large n,

d(

x0+tndn,H1(0))

ad(0,H(x0+tnun))

≤atn||zn||.

Hence, there existd_nandεwithtn1εn0+such that x0+tn

_

d∈H1(0)and||(x0+tnun)(x0+tn _un)|| ≤

atn||zn||n.

Then,d_n→d. Sincex0+tn _

dn∈H1(0), one has, max

{ hj

( x0+tn

_

dn

) ,−hj

( x0+tn

_

dn

)}0, Hence, for largen,

(2)hj(x0+tn _

dn) =0,∀j∈J.

From (1), one has , for largen, G

( x0+tn

_

dn

)−G(x0)<−tnβ.

SinceGis locally Lipschitz atx0, there isL>0such that, for largen,

G (

x0+t

_

dn

)−G (

x0+tn _

dn

)≤Ltnd_n−d_, G

( x0+t

_

dn

) G (

x0+t

_

dn

)

+Ltnd_n−d_

<G(x0) +tn

(β+Ld_n−d_)

0.

This implies thatgi

( x0+td_n

) 0for alli∈I. By

combining this and (2), one hasx0+t

_

dnΩ. Hence,

_

d∈T(Ω,x0).

Letd∈L(Ω,x0), we proved∈T(Ω,x0).

Setdn=n1d_+( 1−n1)

dforn≥2.

By Proposition 2.1, for alli∈I(x0)one has (3) g0i(x0,dn) n1g0i

( x0,d_n

) ( +

1−n1) g0i

( x0,

_

dn

)

< 0. Since hj is regular at x0 and d L(Ω,x0), one gets for all j J, hj(x0,d) =h0j(x0,d) =0and

limt0+hj(x0+td)hj(x0)

t =limt0+

hj(x0+td)

t =0.

(4)

Then, there exists tn 0+ such that limnmax{hj(x0+tnd),hj(x0+tnd)}

tn = 0. Hence,

0∈DH(x0,d).

BecauseDH(x0)is concave, n1DH(x0,

_

d) +( 1−n1)

DH(x0,d)

∈DH (

x0,n1

_

d+( 1−n1)

d )

. Hence,

(4)0∈DH(x0,dn)

From (3) and (4), similar to the above arguments, one hasdn∈T(Ω,x0). Asdn→dand is a closed cone, d∈T(Ω,x0).

The proof is complete.□ Remark 3.1

Nonsmooth SIPs involving mixed constraints9,14, the (MFCQ) was used to consider a number of equality constraints. In these paper, the functions were con- tinuously differentiable with the linearly independent gradients such thatfj(x0),d_=0forj∈J. The in- equality constraints were continuously differentiable and the equalities werestrictly differentiable. By em- ploying directional metric subregularity, out (MFCQ) can be used to nonsmooth infinite mixed constraint systems and the condition0∈DH

( x0,d_

)

can be ap- plied in many cases..

The next example provides a case where Theorem 3.1 can be employed, while many Mangasarian- Fromovitz-type constraint qualifications cannot.

Example 3.1Letgi,hj:R2Rbe defined by fori∈ N

g1(x1,x2) =x1,g2i+1(x1,x2) =x1−i1, g2(x1,x2) =x2,g2i+2(x1,x2) =

x2(1+i)1,hj(x1,x2) =j(x1−x2), j∈(0,1). Hence,Ω={

(x1,x2)R2|x1=x20} . Forx0= (0,0),I(x0) ={1,2}. We see that

G(x1,x2) = sup{x1,x2},H(x1,x2) = |x1−x2| are locally Lipschitz at x0 and ∂CG(x0) conviI(x0)Cgi(x). Thus, (P) has the (PLV) property at x0 wrt G. Now, we check that the (MFCQ) is fulfilled at x0 with d_ = (1,−1). For i∈I(x0), j∈J, g0i(x0,d) =_ 1<0,hj is regular, H(x1,x2) = |x1−x2| and so H is directionally metrically subregular atx0(by Example 2.1), DH(x0,(d1,d2)) = conv{(d1,−d2);(−d1,d2)} for all (d1,d2)∈X and so DH(x0) is concave, and 0∈DH(x0,d). Therefore, the (MFCQ) holds at_ x0. By Theorem 3.1, the (ACQ) holds at x0. (We can check the (ACQ) by direct calculations as follows.

Asg01(x0,d) =d1,g02(x0,d) =d2, and h0j(x0,d) = j(d1−d2), we have

L(Ω,x0) =T(Ω,x0) ={

(d1,d2)R2?d1=d20} and so (ACQ) holds. Because J infinite, the (MFCQ)9,14cannot be employed.

The following example shows the essentialness of the directional metric subregularity of H.

Example 3.2Letgibe the same as in Example 3.1 and hj(x1,x2) =j(

x21−x22)

,j∈(0,1).

Hence, Ω = {

(x1,x2)R2??τ120} and I(x0) ={1,2}forx0 = (0,0). Similar to Example 3.1, (P) has the (PLV) property atx0wrtG. We check that the (MFCQ) holds atx0 ford_= (1,−1). We haveg0i

( x0,d_

)

=1<0for alli∈I(x0).

hj is regular, j J, H(x1,x2) = x21−x22,DH(x0,(d1,d2)) ={0} for (d1,d2) X and soDH(x0)is concave, and0∈DH

( x0,d_

) . On the other hand, asg01(x0,d) =0,g02(x0,d) =d2, and h0j(x0,d) =0, we have

L(Ω,x0) ={

(d1,d2)R2?d10,d20} , T(Ω,x0) ={

(d1,d2)R2?d1=0,d2=0} , L(Ω,x0)̸=T(Ω,x0).

The cause is thatHis not directionally metrically sub- regular atx0. We have

d(

tv,H1(0))

=1/√

2 min{|v1+v2|,|v1−v2|}

andd(0,H(tv)) =t2v21−v22forv= (v1,v2)R2 andt∈R+ withtv̸∈H1(0). Then, the subreg- ularity means that for anya,r>0, t∈(0,r), and v∈Bx

(_

d,r )

,

t

2min{|v1+v2|,|v1−v2|} ≤at2v21−v22. But, this does not hold.

Now, by employ the extend ACQ, we present a neces- sary optimality condition for weak efficiency of prob- lem (P), as follows.

Theorem 3.2 Letx0be a local weak efficiency of (P).

If the (ACQ) holds atx0,△is closed, andfkis regular and Lipschitz aroundx0, fork=1, ...m,then there exist1, ...,αm)Rm+\{0},βi0fori∈I(x0), andγj 0forj∈Jsuch that

0mk=1αkCfk(x0) +∑iI(x0)βiCgi(x0) +∑jJγj

(∂Chj(x0)C

(−hj

)(x0)) . Proof. Step 1. We claim that the system {

f10(x0,d)<0, ...,fm0<0 d∈T(Ω,x0)

has no solution. Suppose that there isd∈T(Ω,x0) satisfying ft0(x0,d)0 for all t= 1,2, ...,m. By setting y = (

f10(x0,d), ...,fm0(x0,d))

, one has y

−intRm+. Asd∈T(Ω,x0), there existtn0+and dn→dsuch thatx0+tndnΩfor alln∈N. Sincefk

is regular and locally Lipschitz atx0, one has limn fk(x0+tnd)t fk(x0)

n = fk0(x0,d),

limn fk(x0+tndn)fk(x0+tnd)

tn =0,

limn fk(x0+tnd)fk(x0)

tn =

limn fk(x0+tnd)fk(x0)+fk(x0+tndn)fk(x0+tnd)

tn .

Hence,limn f(x0+tndn)f(x0)

tn =y.

(5)

Asy∈ −intRm+, for largen, one has f(x0+tndn) f(x0)∈ −intRm+,which is a contradiction. Therefore, the mentioned system has no solution.

Step 2. From Step 1, by Theorem 3.13 in18, we have (α1, ..,αm)Rm+,such that

mk=1αkfk0(x0,d)0,∀d∈T(Ω,x0). Because (ACQ) holds, one has

(5)∑mk=1αkfk0(x0,d)0,∀d∈L(Ω,x0). Step 3. Denote

A=cone(conv())

and the indicator function ofA0byδA0. Then, (5) implies that

mk=1αkfk0(x0,d)0,∀d∈A0.

Because0A0and∑mk=1αkfk0(x0,0) =0, 0∈argmindX{

mk=1αkfk0(x0,d) +δA0(d)} . By Proposition 2.1,fk0(x0)is continuous and convex andA0is convex. Therefore (19),

0∂(

mk=1αkfk0(x0) +δA0(·)) (0).

By the sum rule of subdifferentials, one has (6)0∂(

mk=1αkfk0(x0))

(0) +∂δA0(·)(0) Since∂fk0(x0) (0) =∂Cfk0(x0), one gets

∂(

mk=1αkfk0(x0))

(0) =∑mk=1αkkfk(x0).

As is closed, by the bipolar theorem, one has

∂δA0(0) =( A0)0

=A. Hence, from (6), there ex- ist(α1, ...,αm)Rm+\{0}i0fori∈I(x0), and γj0forj∈Jsuch that

0mk=1αkkfk(x0) +∑iI(x0)βiCgi(x0) +

jJγj

(∂Chj(x0)C

(−hj) (x0))

. The proof is complete.□

Example 3.3

Letf:R2R2withf= (f1,f2)andgi,hj:R2R be defined by

f1(x1,x2) = {

x1+x2i f x10,

x21+x2i f x1<0, f2(x1,x2) =x2, g1(x1,x2) =x2,gi(x1,x2) =x21x21i,i∈N\{1}, hj(x1,x2) =jx31−x1x2, j∈(0,1).

Letx0= (0,0).I(x0) ={1}. By direct computations, one has

Ω={

(x1,x2)R2?x1=0,x20} , T(Ω,x0) ={

(d1,d2)R2?d1=0,d20} ,

Cf1(x0) ={(y,1),y∈[0,1]},Cf2(x0) ={(0,1)},

Cg1(x0) ={(0,1)},Cgi(x0) = (0,0)},i∈N\{1},

Ch1(x0) ={(0,0)},j∈(0,1).

We can check that f1,f2are regular atx0and L(Ω,x0) = {

(d1,d2)R2 d1=0,d20}

= T(Ω,x0). Thus the (ACQ) holds. Now we apply Theorem 3.2. Ifx0is a local weak efficiency then there areα1,α2R2+\{(0,0)},βi>0fori∈I(x0) =1, andγj0forj∈Jsuch that

0ml=1,2αkkfk(x0) +∑iI(x0)βiCgi(x0) +

jJγj

(∂Chj(x0)C

(−hj

)(x0)) . α1(y,1) +α2(0,1) +β1(0,1) = (0,0)

Consequentlyα121=0, a contradiction. Ac- cording to Theorem 3.2,(0,0)is not a local weak effi- ciency of (P).

LIST OF ABBREVIATION

ACQ: Abadie constraint qualification KKT: Karush-Kuhn-Tucker

MFCQ: Mangasarian-Fromovitz constraint qualifica- tion

PLV: Pshenichnyi-Levin-Valadire

SIP: Semi-infinite multiobjective optimization

CONFLICT OF INTEREST

We declare that there is no conflict of whatsoever in- volved in publishing this research.

AUTHOR S’ CONTRIBUTIONS

All authors contributed equally to this work. All au- thors have read and agreed to the published version of the manuscript.

ACKNOWLEDGMENT

This research is funded by Vietnam National Uni- versity HoChiMinh City (VNU-HCM), grant no.

C2020-18-03. We are very grateful to the anonymous referees for their valuable remarks and suggestions.

REFERENCES

1. Gorberna MA, López MA. Linear Semi-infinite Optimization.

Wiley, Chichester. 1998;.

2. Hettich R, Kortanek O. Semi-infinite programming: The- ory, methods, and applications. SIAM Rev. 1993;(35):380–429.

Available from:https://doi.org/10.1137/1035089.

3. Reemtsen R, Ruckmann JJ. Semi-Infinite Programming. Non- convex Optimization and its Applications. Kluwer Academic.

Boston . 1998;Available from:https://doi.org/10.1007/978-1- 4757-2868-2.

4. Gorberna MA, López MA, Pastor J. Farkas-Minkowski system in semi-infinite programming. Appl. Math. Optim. 1981;(7):295–

308. Available from:https://doi.org/10.1007/BF01442122.

5. Puente R, VeraDe VN. Locally farkas minkowski linear inequal- ity systems. TOP. 1999;(7):103–121. Available from: https:

//doi.org/10.1007/BF02564714.

6. López MA, Vercher E. Optimality conditions for nondiffer- entiable convex semi-infinite programming. Math. Program.

1983;(27):307–319. Available from: https://doi.org/10.1007/

BF02591906.

7. Li W, Nahak C, Singer I. Constraint qualifications in semi-infinite systems of convex inequalities. SIAM J. Optim.

2000;(11):31–52. Available from: https://doi.org/10.1137/

S1052623499355247.

8. Stein O. On constraint qualifications in nonsmooth optimiza- tion. J. Optim. Theory. Apll. 2004;(121):647–671. Available from:https://doi.org/10.1023/B:JOTA.0000037607.48762.45.

9. Mordukhovich BS, Nghia TTA. Constraint qualifications and optimality conditions for nonconvex semi-infinite and infi- nite programs. Math. Program. 2013;(139):271–300. Available from:https://doi.org/10.1007/s10107-013-0672-x.

10. Zheng XY, Yang X. Lagrange multipliers in nonsmooth semi- infinite optimization problems. Math. Oper. Res;32:168–181.

Available from:https://doi.org/10.1287/moor.1060.0234.

(6)

11. Kanzi N, Nobakhtian S. Optimality conditions for non- smooth semi-infinite multiobjective programming. Optim.

Lett. 2014;(8):1517–1528. Available from:https://doi.org/10.

1007/s11590-013-0683-9.

12. Kanzi N. Necessary optimality conditions for non- smooth semi-infinite programming problems. J.

Global Optim. 2011;(49):713–725. Available from:

https://doi.org/10.1007/s10898-010-9561-5.

13. Chuong TD, Kim DS. Nonsmooth semi-infinite multi- objective optimization problems. J. Optim. Theory Appl.

2014;(160):748–762. Available from:https://doi.org/10.1007/

s10957-013-0314-8.

14. Kanzi N. Constraint qualifications in semi-infinite systems and their applications in nonsmooth semi-infinite problems with mixed constraints. SIAM J. Optim. 2014;(24):559–572. Avail-

able from:https://doi.org/10.1137/130910002.

15. Clarke FH. Optimization and Nonsmooth Analysis. Wiley, In- terscience. 1983;.

16. Gfrerer H. On directional metric subregularity and second- order optimality conditions for a class of nonsmooth math- ematical programs. SIAM J. Optim. 2013;(23):632–665. Avail- able from:https://doi.org/10.1137/120891216.

17. Rockafellar RT, Wets JB. Variational Analysis. Springer- Verlag, Berlin. 1998;Available from: https://doi.org/10.1007/

978-3-642-02431-3.

18. Jiménez B, Novo V. Alternative theorems and necessary op- timality conditions for directionally differentiable multiobjec- tive programs. J Convex Anal. 2002;(9):97–116.

19. Rockafellar RT. Convex Analysis. Princeton University Press, Princeton, NJ . 1970;.

Referensi

Dokumen terkait

Bruce and Street [4] considered both longitudinal and lateral dispersion in semi-infinite non adsorbing porous media in a steady unidirectional fluid flow for a

VALUE BASED INTERMEDIATION AND INTERCONNECTION OF SUSTAINABLE DEVELOPMENT GOALS IN ISLAMIC BANKING FRAMEWORK Ahmad Yani Ismail, Latifa Bibi Musafar Hameed, Ahmad Fatin Mohamad