Log in

On Semi-infinite Mathematical Programming Problems with Equilibrium Constraints Using Generalized Convexity

  • Published:
Journal of the Operations Research Society of China Aims and scope Submit manuscript

Abstract

In this paper, we consider semi-infinite mathematical programming problems with equilibrium constraints (SIMPPEC). By using the notion of convexificators, we establish sufficient optimality conditions for the SIMPPEC. We formulate Wolfe and Mond–Weir-type dual models for the SIMPPEC under the invexity and generalized invexity assumptions. Weak and strong duality theorems are established to relate the SIMPPEC and two dual programs in the framework of convexificators.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Subscribe and save

Springer+ Basic
EUR 32.99 /Month
  • Get 10 units per month
  • Download Article/Chapter or Ebook
  • 1 Unit = 1 Article or 1 Chapter
  • Cancel anytime
Subscribe now

Buy Now

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. Polak, E.: On the mathematical foundation of nondifferentiable optimization in engineering design. SIAM Rev. 29, 21–89 (1987)

    Article  MathSciNet  Google Scholar 

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

    Article  MathSciNet  Google Scholar 

  3. López, M.A., Still, G.: Semi-infinite programming. Eur. J. Oper. Res. 180(1), 491–518 (2007)

    Article  MathSciNet  Google Scholar 

  4. Goberna, M.A., López, M.A.: Linear Semi-infinite Optimization. Wiley, Chichester (1998)

    MATH  Google Scholar 

  5. Jeyakumar, V., Luc, D.T.: Nonsmooth calculus, minimality, and monotonicity of convexificators. J. Optim. Theory Appl. 101(3), 599–621 (1999)

    Article  MathSciNet  Google Scholar 

  6. Clarke, F.H.: Optimization and Nonsmooth Analysis. Wiley, New York, NY (1983)

    MATH  Google Scholar 

  7. Michel, P., Penot, J.P.: A generalized derivative for calm and stable functions. Differ. Integral Equ. 5, 433–454 (1992)

    MathSciNet  MATH  Google Scholar 

  8. Ioffe, A.D.: Approximate subdifferentials and applications, II. Mathematika 33, 111–128 (1986)

    Article  MathSciNet  Google Scholar 

  9. Treiman, J.S.: The linear nonconvex generalized gradient and Lagrange multipliers. SIAM J. Optim. 5, 670–680 (1995)

    Article  MathSciNet  Google Scholar 

  10. Kabgani, A., Soleimani-damaneh, M., Zamani, M.: Optimality conditions in optimization problems with convex feasible set using convexificators. Math. Methods Oper. Res. 86(1), 103–121 (2017)

    Article  MathSciNet  Google Scholar 

  11. Laha, V., Mishra, S.K.: On vector optimization problems and vector variational inequalities using convexificators. Optimization 66(11), 1837–1850 (2017)

    Article  MathSciNet  Google Scholar 

  12. Kabgani, A., Soleimani-damaneh, M.: Characterization of (weakly/properly/robust) efficient solutions in nonsmooth semi-infinite multiobjective optimization using convexificators. Optimization 67(2), 217–235 (2018)

    Article  MathSciNet  Google Scholar 

  13. Alavi Hejazi, M., Movahedian, N., Nobakhtian, S.: Multiobjective problems: enhanced necessary conditions and new constraint qualifications through convexificators. Numer. Funct. Anal. Optim. 39(1), 11–37 (2018)

    Article  MathSciNet  Google Scholar 

  14. Hanson, M.A.: On sufficiency of the Kuhn–Tucker conditions. J. Math. Anal. Appl. 80, 545–550 (1981)

    Article  MathSciNet  Google Scholar 

  15. Craven, B.D.: Invex function and constrained local minima. Bull. Aust. Math. Soc. 24, 357–366 (1981)

    Article  MathSciNet  Google Scholar 

  16. Mishra, S.K., Giorgi, G.: Invexity and Optimization. Nonconvex Optimization and Its Applications, vol. 88. Springer, Berlin (2008)

    Book  Google Scholar 

  17. Wolfe, P.: A duality theorem for nonlinear programming. Q. J. Appl. Math. 19, 239–244 (1961)

    Article  MathSciNet  Google Scholar 

  18. Mond, B., Weir, T.: Generalized Concavity and Duality, Generalized Concavity in Optimization and Economics. Academic Press, New York (1981)

    MATH  Google Scholar 

  19. Mishra, S.K., Jaiswal, M., An, L.T.H.: Duality for nonsmooth semi-infinite programming problems. Optim. Lett. 6, 261–271 (2012)

    Article  MathSciNet  Google Scholar 

  20. Pandey, Yogendra, Mishra, S.K.: On strong KKT type sufficient optimality conditions for nonsmooth multiobjective semi-infinite mathematical programming problems with equilibrium constraints. Oper. Res. Lett. 44(1), 148–151 (2016)

    Article  MathSciNet  Google Scholar 

  21. Mishra, S.K., Singh, V., Laha, V.: On duality for mathematical programs with vanishing constraints. Ann. Oper. Res. 243, 249–272 (2016)

    Article  MathSciNet  Google Scholar 

  22. Suneja, S.K., Kohli, B.: Optimality and duality results for bilevel programming problem using convexifactors. J. Optim. Theory Appl. 150, 1–19 (2011)

    Article  MathSciNet  Google Scholar 

  23. Pandey, Y., Mishra, S.K.: Duality for nonsmooth mathematical programming problems with equilibrium constraints using convexificators. J. Optim. Theory Appl. 171, 694–707 (2016)

    Article  MathSciNet  Google Scholar 

  24. Suh, S., Kim, T.J.: Solving nonlinear bilevel programming models of the equilibrium network design problem: a comparative review. Ann. Oper. Res. 34, 203–218 (1992)

    Article  MathSciNet  Google Scholar 

  25. Luo, Z.Q., Pang, J.S., Ralph, D.: Mathematical Programs with Equilibrium Constraints. Cambridge University Press, Cambridge (1996)

    Book  Google Scholar 

  26. Colson, B., Marcotte, P., Savard, G.: A overview of bilevel optimization. Ann. Oper. Res. 153, 235–256 (2007)

    Article  MathSciNet  Google Scholar 

  27. Dempe, S., Zemkoho, A.B.: Bilevel road pricing: theoretical analysis and optimality conditions. Ann. Oper. Res. 196, 223–240 (2012)

    Article  MathSciNet  Google Scholar 

  28. Raghunathan, A.U., Biegler, L.T.: Mathematical programs with equilibrium constraints in process engineering. Comput. Chem. Eng. 27, 1381–1392 (2003)

    Article  Google Scholar 

  29. Britz, W., Ferris, M., Kuhn, A.: Modeling water allocating institutions based on multiple optimization problems with equilibrium constraints. Environ. Model. Softw. 46, 196–207 (2013)

    Article  Google Scholar 

  30. Harker, P.T., Pang, J.S.: Finite-dimensional variational inequality and nonlinear complementarity problems: a survey of theory, algorithms and applications. Math. Program. 48(1–3), 161–220 (1990)

    Article  MathSciNet  Google Scholar 

  31. Haslinger, J., Neittaanmäki, P.: Finite Element Approximation for Optimal Shape Design: Theory and Applications, p. xii. Wiley, Chichester (1988)

    MATH  Google Scholar 

  32. Dutta, J., Chandra, S.: Convexificators, generalized convexity and vector optimization. Optimization 53, 77–94 (2004)

    Article  MathSciNet  Google Scholar 

  33. Soleimani-damaneh, M.: Characterizations and applications of generalized invexity and monotonicity in Asplund spaces. Top 20(3), 592–613 (2012)

    Article  MathSciNet  Google Scholar 

  34. Pandey, Y., Mishra, S.K.: Optimality conditions and duality for semi-infinite mathematical programming problems with equilibrium constraints, using convexificators. Ann. Oper. Res. 269, 1–16 (2017)

    MathSciNet  Google Scholar 

  35. Ansari Ardali, A., Movahedian, N., Nobakhtian, S.: Optimality conditions for nonsmooth mathematical programs with equilibrium constraints, using convexificators. Optimization 65(1), 67–85 (2016)

    Article  MathSciNet  Google Scholar 

Download references

Acknowledgements

The authors are thankful to the anonymous referees for their valuable comments and suggestions which helped to improve the presentation of the paper.

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Bhuwan Chandra Joshi.

Additional information

The research of Shashi Kant Mishra was supported by Department of Science and Technology-Science and Engineering Research Board (No. MTR/2018/000121), India.

Rights and permissions

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Joshi, B.C., Mishra, S.K. & Kumar, P. On Semi-infinite Mathematical Programming Problems with Equilibrium Constraints Using Generalized Convexity. J. Oper. Res. Soc. China 8, 619–636 (2020). https://doi.org/10.1007/s40305-019-00263-y

Download citation

  • Received:

  • Revised:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s40305-019-00263-y

Keywords

Mathematics Subject Classification

Navigation