What is it about?

The feasible set of a convex semi–infinite program is described by a possibly infinite system of convex inequality constraints. The idea of error bounds is to find an upper bound for the distance between a given point and the feasible set in terms of the value of the constraint function that is maximally violated. If such an error bound holds for a convex optimization problem with the corresponding inequalities as constraints that is calm at a minimal point, we have exact penalization if the penalty parameter is sufficiently large for the nonsmooth penalty function that contains the residual function.

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Why is it important?

Exact Penalty is a nice tool both for the theory and for numerical algorithms. In optimal control it can be used to obtain optimal exact controls that reach a desired target state in finite time without terminal conditions. Of course this is only possible if the corresponding System is exactly controllable, so there is also an interesting link to exact controllability.


This paper has been written during my time at the University of Trier. My Research in semi-infinite Optimization has been strongly influenced by my Doktorvater Rainer Hettich.

Martin Gugat
Friedrich-Alexander-Universitat Erlangen-Nurnberg

Read the Original

This page is a summary of: Error bounds for infinite systems of convex inequalities without Slater’s condition, Mathematical Programming, August 2000, Springer Science + Business Media,
DOI: 10.1007/s101070050016.
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