Download e-book for iPad: Bi-Level Strategies in Semi-Infinite Programming by Oliver Stein

By Oliver Stein

ISBN-10: 1441991646

ISBN-13: 9781441991645

ISBN-10: 146134817X

ISBN-13: 9781461348177

Semi-infinite optimization is a brilliant box of energetic learn. lately semi­ endless optimization in a common shape has attracted loads of realization, not just as a result of its superb structural facets, but in addition because of the huge variety of functions which are formulated as common semi-infinite courses. the purpose of this publication is to spotlight structural facets of normal semi-infinite programming, to formulate optimality stipulations which take this constitution under consideration, and to provide a conceptually new answer approach. in truth, below definite assumptions normal semi-infinite courses may be solved successfully whilst their bi-Ievel constitution is exploited accurately. After a quick advent with a few ancient history in bankruptcy 1 we be­ gin our presentation via a motivation for the looks of ordinary and common semi-infinite optimization difficulties in purposes. bankruptcy 2 lists a few difficulties from engineering and economics which offer upward push to semi-infinite types, together with (reverse) Chebyshev approximation, minimax difficulties, ro­ bust optimization, layout centering, disorder minimization difficulties for operator equations, and disjunctive programming.

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Extra resources for Bi-Level Strategies in Semi-Infinite Programming

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I is lower semi-continuous a E IR is closed. if and only if each lower level set I~ with I if and only if each strict lower level set I~ is upper semi-continuous with a E IR is open. Pi , i E I, are lower semi-continuous. 1). An important tool for the investigation of semi-continuity properties are socalled epi- and hypographs. 9 For a function I: IRn -+ IR the sets epil epi< I hypo I hypo> I = = = = { (x, a) E IR n x IRI I(x) $ a } , { (x, a) E IR n x IRI I(x) < a} , { (x, a) E IR n x IRI I(x) ~ a } , {(x,a) E IR n x IRI I(x) > a} are called epigraph, strict epigraph, hypograph, and strict hypograph of I, respectively.

Whereas some of the standard applications of semi-infinite programming, like Chebyshev approximation, fall into the "harder" category, there are a lot of real-life applications which are "easier" and can be tackled by our new method. Chapter 2 EXAMPLES AND APPLICATIONS The number of real-life applications for standard and general semi-infinite programming is vast. Examples include • Chebyshev and reverse Chebyshev approximation, • Minimax problems, • Robust optimization, • Design centering, • Defect minimization for operator equations, • Disjunctive programming, and further problems that are not covered by these problem classes, like the optimal layout of an assembly line ([78], [134]) or time minimal control ([87], [81], [134]).

If f is It is not hard to see that a function f : JR -+ JR is continuous at x if and only if it is both lower and upper semi-continuous at X. 34 BI-LEVEL STRATEGIES IN SEMI-INFINITE PROGRAMMING For the topological investigation of the feasible set M the following result is crucial. 1. 7 For afunction I : IRn -+ IR the sets I~ = f; = {x E IRnlJ(x) $ a}, {x E IRnl I(x) < a} are called lower level set and strict lower level set ofI to the level a, respectively. 8 For I: IRn -+ IR thefollowing assertions are true.

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Bi-Level Strategies in Semi-Infinite Programming by Oliver Stein


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