English

New extremal principles with applications to stochastic and semi-infinite programming

Optimization and Control 2020-07-23 v3

Abstract

This paper develops new extremal principles of variational analysis that are motivated by applications to constrained problems of stochastic programming and semi-infinite programming without smoothness and/or convexity assumptions. These extremal principles concern measurable set-valued mappings/multifunctions with values in finite-dimensional spaces and are established in both approximate and exact forms. The obtained principles are instrumental to derive via variational approaches integral representations and upper estimates of regular and limiting normals cones to essential intersections of sets defined by measurable multifunctions, which are in turn crucial for novel applications to stochastic and semi-infinite programming.

Keywords

Cite

@article{arxiv.1911.10850,
  title  = {New extremal principles with applications to stochastic and semi-infinite programming},
  author = {Boris S. Mordukhovich and Pedro Pérez-Aros},
  journal= {arXiv preprint arXiv:1911.10850},
  year   = {2020}
}

Comments

26 pages

R2 v1 2026-06-23T12:26:12.404Z