Lagrange duality and saddle point optimality conditions for semi-infinite mathematical programming problems with equilibrium constraints

Lagrange duality and saddle point optimality conditions for semi-infinite mathematical programming problems with equilibrium constraints

Blog Article

In this paper, we consider a special class of rumchata proof optimization problems which contains infinitely many inequality constraints and finitely many complementarity constraints known as the semi-infinite mathematical programming problem with equilibrium constraints (SIMPEC).We propose Lagrange type dual model for the SIMPEC and obtain their duality results using convexity assumptions.Further, we discuss the g5210t-p90 saddle point optimality conditions for the SIMPEC.Some examples are given to illustrate the obtained results.