Lagrange Duality and Saddle Point Optimality Conditions for Semi-InfiniteN Mathematical Programming Problems with Equilibrium Constraints
Abstract
In this paper, we consider a special class of optimization problem which contains innitely many inequality constraints and nitely many complementarity constraints known as the semi-innite 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 saddle point optimality conditions for the SIMPEC. Some examples are given to illustrate the
obtained results.
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